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The Quantitative Modeling and Strategies (QMS) Group in PGIM Fixed Income is looking to add a Principal level team member to work on research and development of portfolio construction and risk management models and tools. The group is an integral part of the investment organization, contributing to areas such as: portfolio construction, systematic strategies, fixed income relative value and stochastic modeling. We work closely with portfolio managers and traders as well as with colleagues in risk management, structured finance research, and application development.
What you can expect
- Design analytical solutions to business needs in a fixed income asset management environment.
- Learn and understand Yield Book’s fixed income pricing model, curve fitting model, and structuring solutions model.
- Thought leadership in the portfolio construction and risk management space.
- Engage portfolio/risk managers to understand business requirements.
- Lead and mentor one or more junior quantitative analysts.
What you will bring
- 10+ years of experience in fixed income quantitative research (buy-side preferred).
- Strong experience in portfolio construction models and/or systematic strategies as well as risk management modeling in a fixed income asset management setting.
- Strong Python skills and stochastic modeling experience.
- An advanced degree (PhD preferred) in a quantitative field (science, math, finance or engineering).
- A background demonstrating strong analytical problem-solving skills
- An ability to communicate advanced concepts in a concise and logical way
- Demonstrated ability to carry out independent research projects as well as to make contributions in a team setting.
Source: PGIM Real Estate Career Page
