Distinctive Risk Management Framework
The Quantitative Analysis and Risk Management Team, along with the Portfolio Analysis Group, are located on the trading floor and work closely with the portfolio management teams.
We believe risk management is a core investment management function and should not be outsourced.
Elements of Our Risk Management System
INTEGRATED PERFORMANCE ATTRIBUTION SYSTEM
Reports Identify Where We Are Generating Alpha
- Links specific alpha drivers to performance.
Permits Comprehensive Re-Evaluation of Risk Budget
- Are we taking risk in the most effective areas?
- Are we taking the right amounts of risk in each area?
No risk management technique can guarantee the mitigation or elimination of risk in any market environment.
Source: PGIM Fixed Income. Staffing information as of June 30, 2020.