2027 PhD Summer Intern – Quantitative Portfolio Management

PIMCO•Newport Beach, CA

6d•Onsite

About The Position

The Quant PM team develops and manages systematic investment strategies spanning managed futures, alternative risk premia and quantitative alpha. Covering varied asset classes including Rates, FX, Equities, Commodities and Vol, Quant PMs are involved in the entire life cycle of the investment process: starting from idea generation, signal testing, portfolio construction, all the way through to deployment and portfolio management. Candidates can expect to work on projects which include alpha research on new signals, enhancement and extension of existing signals, transaction cost analysis, portfolio construction, and optimization.

Requirements

Ph.D. candidate from a top program in quantitative fields such as Finance, Economics, Statistics, Computer Science, Operations Research, Physics, or Mathematics.
Expected graduation from the Ph.D. program between Dec 2027 and June 2028
Business proficient in English.
A strong interest and background in quantitative disciplines, with knowledge of asset pricing, economic theory, optimization methods, and fixed income markets preferred.
Formal training in empirical research, particularly in statistics and econometrics, with experience in analyzing large unstructured real-world datasets preferred.
Proficiency in programming, with a strong preference for Python.
Excellent analytical and creative research skills with the ability to independently drive projects
Exceptional writing and verbal communication skills
Demonstrate curiosity and experience in using new emerging technologies and AI tools in your work or school projects to solve problems and drive better outcomes