Lorne Johnson

About Lorne Johnson

Specialties: Leading investment research and portfolio management on our suite of option based defined outcome ETF strategies. Active, dynamic and strategic asset allocation for large portfolios considering time varying risk. Strategic and quantitative portfolio management across multiple asset classes. Extensive experience developing customized alpha models for equity aggregates, equity styles, fixed income yield curves and building multi-asset class portfolio construction and backtesting tools. Twenty years of buy side industry experience developing and managing fundamental and quantitative investment approaches and developing custom multi-asset solutions.

Experience

1. Managing Director, Head of Multi Asset Portfolio Design

   PGIM

   Aug 2018 — Present

   Multi-asset specialist. Leading our research and portfolio management efforts for a new series of option based strategies, including the newly launched PGIM buffered ETFs. Working with internal and external partners to build robust Strategic Portfolio Solutions using our Capital Market Assumptions (CMAs) and proprietary portfolio optimization and simulation platform. Leading our investment team retail product development initiatives. Product Specialist for our multi-asset capabilities and product offerings.

Education

• San José State University

  MA, Economics

  1993 — 1995

• California State University, Chico

  Bachelor of Arts (B.A.), History and Public Administration

  1987 — 1992

• University of Washington

  PhD, Economics

  1996 — 2000

Skills

• Risk Analysis
• Financial Markets
• Portfolio Management
• Equities
• Fixed Income
• Macroeconomics
• Quantitative Modeling
• Institutional Investments
• Etfs
• Asset Allocation
• Matlab
• Sql
• Quantitative Finance
• Sas
• Time Series Analysis
• Tactical Asset Allocation
• Financial Modeling