  We prove a quenched functional central limit theorem for a one-dimensional
random walk driven by a simple symmetric exclusion process. This model can be
viewed as a special case of the random walk in a balanced random environment,
for which the weak quenched limit is constructed as a function of the invariant
measure of the environment viewed from the walk. We bypass the need to show the
existence of this invariant measure. Instead, we find the limit of the
quadratic variation of the walk and give an explicit formula for it.
