Anthony Schmitz, CFA

Quantitative Risk Manager at California State Teacher's Retirement System (CalSTRS) and 4 other companies
On the record
Bio

I currently serve as a Quantitative Risk Portfolio Manager at the California State Teacher's Retirement System (CalSTRS). I have many years of experience as a quantitative and risk analyst in the investment management space. As a side hobby, I moonlight as a web developer and data scientist.

My background spans the multi-asset class space. I have direct experience in the public equity, fixed income, commodities and real assets space. I have developed sustainable and ESG investment frameworks for several large institutions including a big 4 investment bank, several endowments and foundations, an investment management firm and a sustainable investment startup. I've also developed sophisticated machine learning algorithms designed to construct investment portfolios, better forecast risk and generate investment insights from large, unstructured datasets.

In a past life, I've worked with several utilities and energy firms to optimize procurement and dispatch of electric load, quantify commodities risk and evaluate M&A deals.

I graduated from the Georgia Institute of Technology with an MS degree and a BS in Nuclear Engineering. I am also a CFA charterholder.

Employment
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  • California State Teacher's Retirement System (CalSTRS) (www.calstrs.com)
    Quantitative Risk Manager
    started Jun 2020
  • ImpactAdvisor LLC
    Investment Strategist
    started Jan 2019
  • Guardian Investment Management
    Investment Director
    Jul 2015 – Jan 2019