Quant Portfolio Analytics Associate

Prudential Financial, Inc; Newark (NJ); Híbrido; USD 135 000 - 145 000; Tempo integral

Vantagens oferecidas por esta oferta de emprego

Market competitive base salaries

Medical, dental, vision, life, and ADI

401(k) plan with company match

Company-funded pension plan

Wellness programs with annual stipend

Work/Life resources

Education benefit

Employee Stock Purchase Plan

Resumo da oferta

Prudential Financial, Inc. in Newark, NJ is seeking a senior quantitative professional to grow the SCG's state-of-the-art quant platform for dynamic portfolio optimization based on asset‑liability simulation.

The role emphasizes modeling diverse asset classes and macro risk factors to feed live-deal and in-force portfolio construction. You will collaborate with PGIM teams to advance live investment strategies across public, private, and structured assets in a hybrid Newark office schedule (three

Qualificações

• PhD in Economics or Finance, or equivalent quantitative training.
• Strong Python (pandas, numpy, scipy) and exposure to transformers.
• Solid knowledge of core quant finance topics: probability, statistics, stochastic models, options theory, yield curve construction, CAPM.

Responsabilidades

• Build stochastic models to enhance and extend our proprietary real-world economic scenario generator.
• Contribute to macro-factor and asset-level models that set key parameters within the scenario generator.
• Develop advanced techniques to analyze emerging asset classes with sparse historical data.
• Develop methodology and tools for attributing changes in asset-liability metrics to underlying risk factors.
• Investigate and apply the latest quantitative and AI-based methods to concrete investment-strategy problems.
• Work with teams across PGIM to properly model investment strategies across a range of public, private, and structured asset classes for use within our asset-liability simulations.

Descrição da oferta de emprego

Prudential Financial, Inc. in Newark, NJ is seeking a senior quantitative professional to grow the SCG's state-of-the-art quant platform for dynamic portfolio optimization based on asset‑liability simulation.

The role emphasizes modeling diverse asset classes and macro risk factors to feed live-deal and in-force portfolio construction. You will collaborate with PGIM teams to advance live investment strategies across public, private, and structured assets in a hybrid Newark office schedule (three