Quant Portfolio Analytics Associate - Hybrid

PGIM; Newark (NJ); Ibrido; USD 135.000 - 145.000; Tempo pieno

Vantaggi offerti da questo lavoro

Yearly bonus

Medical & dental insurance

401(k) match

Pension plan

Wellness program

Education benefit

Employee stock purchase plan

Descrizione del lavoro

PGIM, the global asset management arm of Prudential, invites you to join its Newark, NJ team as a quantitative portfolio analytics professional. You will build stochastic models, extend the real-world scenario generator, and contribute to macro-factor and asset-level modeling for live deals and in-force business.

Applicants should have an Economics/Finance PhD or related quantitative degree and strong Python, pandas, numpy, scipy skills, with experience in quant finance concepts and

Competenze

• Ph.D. or advanced quantitative degree in Economics/Finance or related field.
• Strong programming background with Python and numerical libraries.
• Solid grounding in probability, statistics, stochastic models, yield curve analytics and CAPM.

Mansioni

• Build stochastic models to enhance and extend the proprietary real-world economic scenario generator.
• Contribute to macro-factor and asset-level models that set parameters for the scenario generator.
• Develop techniques to analyze emerging asset classes with sparse data.
• Develop methodology to attribute changes in asset-liability metrics to risk factors.
• Investigate and apply quantitative and AI-based methods to investment problems.
• Collaborate across PGIM to model investment strategies across public, private, and structured assets for ABI simulations.
• Support live deals and in-force portfolio management with robust analytics.

Conoscenze

Python

Pandas

NumPy

SciPy

Transformer models

Foundation models

Quant finance concepts

Formazione

Economics or Finance Ph.D. or quantitative degree

Strumenti

Transformer technology

Foundation models

Descrizione del lavoro

PGIM, the global asset management arm of Prudential, invites you to join its Newark, NJ team as a quantitative portfolio analytics professional. You will build stochastic models, extend the real-world scenario generator, and contribute to macro-factor and asset-level modeling for live deals and in-force business.

Applicants should have an Economics/Finance PhD or related quantitative degree and strong Python, pandas, numpy, scipy skills, with experience in quant finance concepts and