Quantitative Analysis and Risk Management

A dedicated quantitative analysis and risk management team is critical to our investment process by aligning portfolio exposures with our clients’ objectives.

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Our Risk Management Mission

  • We build market-leading risk management tools and provide novel and insightful advice to the portfolio management team.
  • We collaborate with the portfolio management team and the client advisory group to promote portfolio construction consistent with our clients' return expectations and risk preferences.
  • We educate our investment team, clients, and prospective investors regarding our risk management framework.

Distinctive Risk Management Framework

Our quantitative analysis and risk management team comprises approximately 20% of PGIM Fixed Income’s total investment professionals.

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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 December 2024.

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