PGIM Fixed Income - Senior Investment Analyst, Portfolio Analysis Group

Job Classification:

Investment Management - Investments

What you will do

The Senior Investment Analyst role in the Portfolio Analysis Group provides investment analysis, both portfolio and market based, to key internal constituents, as well as current and prospective clients. The Analyst will aid in covering the Structured Products Sector mandate. Sectors covered include CMBS, non-agency RMBS, CLOs, and Asset Backed Securities. The Analyst delivers expert Quantitative Investment Analytics and shares leadership responsibilities for the group with his or her peers. The Analyst works with portfolio managers, risk managers, traders, credit research, client service representatives and the sales and marketing team to deliver performance attribution and analytics, monitor portfolio positioning, alignment and risk exposures, collect and analyze market data and model portfolios and custom benchmarks for portfolio management. Portfolio optimization are key project level tasks of the role. The incumbent understands and participates in portfolio construction and trade construction within multiple sets of constraints or guidelines that exist for the portfolio sphere they cover. The ability to successfully navigate multiple, and at times competing, ad hoc requests and projects simultaneously that relate to market or portfolio analytics received from all parts of the larger Fixed Income organization is also key. The incumbent will routinely make individual contributions but will also be responsible for the training and development of rotational analysts. The incumbent partners closely with peers throughout Fixed Income to build organizational capabilities and is responsible for setting goals and accomplishing the objectives of the Portfolio Analysis Group.

What you can expect

• Dynamically monitor and assess portfolio positioning with respect to country, interest rate, currency and credit risk exposures and thresholds, providing construction and alignment insight where possible
• Integrate specific client guidelines, objectives and risk tolerances into the firm’s investment process and strategies to ensure complete portfolio management and analytics are in place for all portfolios
• Follow developments, views and themes within the market or markets applicable to the desks being covered, understand how those drive portfolio positioning and performance
• Maintain the Portfolio Analysis Group’s position as a world class provider of Investment Analytics and provide leadership, talent development and execution against the organization’s strategic goal set.
• Work with peers across mandates to ensure analytics processes and methodologies are applied consistently and efficiently
• Deliver and effectively communicate monthly and quarterly performance attribution analysis
• Work with constituents throughout the organization to ensure that the Portfolio Analysis Group, Portfolio Management teams and the Risk Management Group have the tools and technology required to effectively manage portfolios
• Compare and contrast various benchmarks and their risk and positioning profiles, assess appropriate benchmarking for given mandates or clients
• Remain current on all applicable technology related to portfolio analytics, attribution methodologies, modelling methodologies and risk management tools
• Construction of model portfolios based on client or prospect guidelines as well as modelling of impact of cash flows to existing portfolios.
• Ad hoc Project work including, but not limited to work related to analyzing new deals in the market, answering client questions, or creating exhibits on market trends as needed by the desk.

What you will bring

• 3-5+ years of experience in Fixed Income Investments and a demonstrated passion for Fixed Income Analytics with Structured Product and Credit experience strongly preferred
• Strong demonstrated quantitative skills (project experience involving data analysis a plus)
• Advanced knowledge of MS Excel
• Experience scripting with SQL is strongly preferred and working with programming languages (Python/R) is a plus
• Tableau or other data visualization tool experience is preferred
• Ability to thrive in a fast-paced environment while working on multiple tasks both independently and within a team construct
• Maintains high levels of productivity and self-direction. Demonstrated skills as a team player and is also able to work independently. Leadership potential
• MBA, CFA, other applicable masters level work such as Statistics or Quantitative Finance or equivalent experience will be considered
• Excellent verbal and written communications skills

Salary Disclosure

Prudential is required by state specific laws to include the salary range for this role when hiring a resid