PGIM - Director, Investment Risk
Core
Overseeing risk positioning across 600+ client portfolios, partnering with investment professionals to deliver disciplined, data-driven decision-making, and enhancing the proprietary risk platform.
Role type
Director, Investment Risk (Buy-side Fixed Income)
Builds
Proprietary risk analytics and systems for PGIM Credit's public and private credit portfolios
Domain
Asset Management / Fixed Income / Risk Management
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
Portfolio construction and positioning, Fixed income market analytics (interest rate products, futures, FX derivatives, Government debt, IG/High Yield, Bank Loans, EM, Structured Products, Private Credit), Statistical and quantitative analysis, Python, SQL, MS Excel, Risk budgeting, Scenario analysis, Performance attribution
Preferred skills
Buy-side fixed income experience, Master's degree, CFA charter
Technologies
Python, SQL, MS Excel
Responsibilities
Provide independent oversight of portfolio risk positioning and sign-off on risk-related client guidelines; Represent risk function in portfolio management and strategy review meetings; Conduct analysis of risk drivers, performance attribution, and portfolio construction; Partner with Quantitative Modeling to design and implement enhancements to internal risk analytics; Coordinate responses to due diligence questionnaires and client inquiries; Present internal risk management framework to clients and prospective clients.
Seniority
Director, strategic oversight with hands-on technical execution