Quantitative Analyst

2 days ago


Newark, Delaware, United States PGIM Full time
About the Role

We are seeking a highly skilled Quantitative Analyst to join our ABS Credit Research team within the Securitized Products Group of PGIM Fixed Income.

Key Responsibilities
  • Analyze transaction collateral and assign internal credit ratings
  • Review transaction documentation packages and communicate with investment banking teams
  • Work closely with portfolio management and other internal colleagues to determine investment suitability and relative attractiveness
  • Conduct surveillance on existing investments and follow industry trends
Requirements
  • 3-5 years of experience in the securitized products markets (MBS, ABS, etc)
  • Experience generating collateral performance assumptions, evaluating credit risk and/or negotiating deal terms
  • Familiarity with ABF/ABS issuers, intermediaries, and investors
  • Understanding of database structures and ability to query databases
  • Solid capabilities in fixed income mathematics
  • Comfortable running bonds through Intex
  • Knowledge of SQL and Tableau
What We Offer
  • Medical, dental, vision, life insurance and PTO (Paid Time Off)
  • Retirement plans: 401(k) plan with generous company match (up to 4%) and company-funded pension plan
  • Wellness Programs to help you achieve your wellbeing goals, including up to $1,600 a year for reimbursement of items purchased to support personal wellbeing needs
  • Work/Life Resources to help support topics such as parenting, housing, senior care, finances, pets, legal matters, education, emotional health, and career development
  • Tuition Assistance to help finance traditional college enrollment, approved degrees, many accredited certificate programs, and industry designations
About PGIM

PGIM Fixed Income is a global asset manager offering active solutions across all fixed income markets. With approximately 1000 employees and $821Bn assets under management, the company has offices in Newark, London, Letterkenny, Amsterdam, Munich, Zurich, Tokyo, Hong Kong, and Singapore.

Our business climate is a safe inclusive environment, centered around mutual respect, intellectual honesty, transparency, and teamwork. Our leaders are focused on talent & culture; dedicated to fostering growth & development at all levels to develop the industry leaders of tomorrow.



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