Director, Quantitative Equity Research (Hybrid)

Prudential Financial, Inc; Newark (NJ); Hybrid; USD 160,000 - 170,000; Full time

Benefits offered by this job

Market-competitive salary

Annual bonus potential

Health, dental, vision

401(k) match

Pension plan

Wellness programs

Education benefits

Employee stock purchase plan

Job summary

Prudential Financial, Inc. invites a Director of Quantitative Equity Research to join PGIM's Global Asset Management team. You will lead research to develop stock-selection signals and enhance investment processes for superior risk-adjusted returns.

You will source datasets, publish white papers, and present findings to internal teams and clients, while collaborating with top researchers in a dynamic setting. A PhD is preferred; 5+ years in quantitative investing and Python skills are essential.

Qualifications

• Graduate degree in finance, economics, mathematics, statistics, or related discipline is required or preferred depending on candidate background.
• Minimum 5 years of research experience in quantitative investing.
• Proficiency in Python and ability to manage and analyze large datasets.
• Experience with machine learning, AI, and NLP is highly desirable.
• Ability to explain complex concepts clearly to diverse audiences.

Responsibilities

• Drive independent, rigorous research projects developing new security signals and improving core investment processes.
• Source, integrate, and leverage novel datasets (stock, industry, macro) to strengthen research.
• Author white papers on emerging ideas and market developments.

Skills

Python

Data analysis

Machine learning

NLP

Research leadership

Problem solving

Independent work

Presentation

Education

Graduate degree in finance, economics, mathematics, statistics, or related discipline

Ph.D. preferred

Job description

Prudential Financial, Inc. invites a Director of Quantitative Equity Research to join PGIM's Global Asset Management team. You will lead research to develop stock-selection signals and enhance investment processes for superior risk-adjusted returns.

You will source datasets, publish white papers, and present findings to internal teams and clients, while collaborating with top researchers in a dynamic setting. A PhD is preferred; 5+ years in quantitative investing and Python skills are essential.