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Viewpoints The Edge in Quant Investing in Credit(video) The Edge in Quant Investing in Credit Quant investing in credit is an exciting frontier, but success relies on more than just the application of what is known to work well in equities. Learn how PIMCO’s 50+ years of credit expertise gives our clients an edge.
Quantitative Research and Analytics Learning From a Decade of Managed Volatility Learning From a Decade of Managed Volatility
Strategy Spotlight PIMCO’s Multi-Asset Alternative Risk Premia Strategy: The Search for Returns Beyond Traditional Asset Classes PIMCO’s Multi-Asset Alternative Risk Premia Strategy: The Search for Returns Beyond Traditional Asset Classes
Graham A. Rennison Quantitative Portfolio Manager Share Share Share via LinkedIn Share via Facebook Share via Twitter Share via Email Add Add Download Download Print Print Mr. Rennison is an executive vice president in the quantitative portfolio management group in the Newport Beach office. He is the lead portfolio manager for systematic credit and interest rate strategies, and for the target volatility fund suite. Prior to joining PIMCO in 2011, Mr. Rennison was a director and head of systematic strategies research at Barclays in New York. Prior to that, he spent five years at Lehman Brothers in quantitative credit research in New York and London. He has 22 years of investment experience and holds master's and undergraduate degrees in mathematics from Cambridge University, England.