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The Edge in Quant Investing in Credit(video)

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.

Learning From a Decade of Managed Volatility

Quantitative Research and Analytics

Learning From a Decade of Managed Volatility

Dynamic risk mitigation strategies seek to provide a capital-efficient way to generate both higher risk-adjusted returns and reduced drawdowns without the cost normally associated with left tail protection.

Strategy Spotlight

PIMCO’s Multi-Asset Alternative Risk Premia Strategy: The Search for Returns Beyond Traditional Asset Classes

Featured Solutions

Trend-Following Through the Rates Cycle

Our analysis suggests that trend-following strategies could profit in rising rate environments.

Graham A. Rennison

Quantitative Portfolio Manager

Mr. Rennison is an executive vice president in the quantitative portfolio management group in the Newport Beach office, managing multi-asset-class systematic strategies. Prior to joining PIMCO in 2011, Mr. Rennison was a director and head of systematic strategies research at Barclays in New York and also 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.

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The Edge in Quant Investing in Credit(video)

The Edge in Quant Investing in Credit

Learning From a Decade of Managed Volatility

Learning From a Decade of Managed Volatility

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

Trend-Following Through the Rates Cycle

Trend-Following Through the Rates Cycle

Graham A. Rennison

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