Portfolio Engineering Intern at State of… · Madison

Summary: The State of Wisconsin Investment Board (SWIB) is a premier global investment organization managing over $162 billion in assets. They are seeking a Portfolio Engineering Intern to assist in developing investment reporting and analytics, gaining exposure to private markets and hedge funds. Responsibilities: - Collaborate with the senior PMFA portfolio engineer to develop investment reporting, including: - Creating rigorous quantitative analyses (e.g., peer group benchmarking, exposures, and risk analytics, attribution reports), utilizing advanced statistical techniques and investment acumen - Evaluating data sources of different levels of granularity and periodicity and advising on their use in reporting and analytic tools - Contributing to the evaluation of the fit between investments and benchmarks - Helping to code new reports and analytics, to gather and manage data, and to run monitoring processes - Working on ad hoc projects as needed - Work with internal investment, operations, technology, data and performance teams to gather requirements and industry knowledge that informs analytics and to operationalize reporting Required Qualifications: - Ability to work in Madison, WI for an approximate 10-week period, beginning Summer of 2026 - Current graduate student pursuing a degree in quantitative finance - Understanding of asset allocation, performance attribution, and risk measurement issues - Proficiency in at least one programming language, such as Python, SQL, or C++ - Proficiency with reporting tools including Snowflake and PowerBI - Understanding of practical mathematical and quantitative techniques - Understanding of quantitative investment portfolio concepts - Understanding of analytical tools, including accounting, performance, and risk systems - Understanding of industry-standard performance attribution and benchmarking calculations - Advanced analytical and quantitative skills - Ability to work with and organize large data sets for statistical analysis including familiarity with database management Required Skills: Quantitative finance, Python, SQL, Reporting tools Important Skills: C++, Data analysis, Risk measurement Nice-to-Have Skills: Analytical tools, Advanced analytical skills, Collaboration skills