Quantitative Developer - SMA & Muni

PIMCO • San Diego, CA

80d • $165,000 - $180,000

About The Position

We are seeking a Quantitative Developer to join our municipal-bond trading desk and bridge research prototypes with live trading. In this role you will build and maintain robust Python- and SQL-based data pipelines that ingest, clean, and reconcile large datasets from Municipal Securities Rulemaking Board (MSRB), vendor reference feeds, and internal trade records, ensuring that PMs receive accurate real-time pricing and analytics. Working alongside senior quantitative researchers and developers, you will tune and validate models, perform back-tests, and contribute to the deployment of pricing and risk engines into production services. Daily interaction with portfolio managers, quant researchers and developers will give you a front-row seat to execution decisions while fostering a culture of rigorous documentation, unit testing, and iterative improvement.

Requirements

• Graduate degree (M.S.) in Financial Engineering, Mathematics, Computer Science, or a related STEM field.
• 0-2 years of relevant experience.
• Demonstrated ability to work independently with a strong sense of ownership.
• Proficient in a modern analytical programming language (e.g., Python, R, MATLAB).
• Exceptional interpersonal and communication skills.
• Experience with market-data feeds (Bloomberg, Refinitiv, Tradeweb, ICE).
• Familiarity with SOLID principles, design patterns, and CI/CD.
• Research experience applying advanced machine-learning or deep-learning techniques.
• Prior internship or project work on sell-side or buy-side desks.
• Knowledge of messaging/streaming frameworks (Kafka, RabbitMQ, ZeroMQ).
• Comfortable writing efficient, well-structured SQL.

Nice To Haves

• Experience with large historical time-series data.
• Comfortable with performance-tuning SQL.
• Willing to work onsite in San Diego.

Responsibilities

• Build and maintain Python- and SQL-based data pipelines.
• Ingest, clean, and reconcile large datasets from MSRB, vendor feeds, and internal trade records.
• Ensure accurate real-time pricing and analytics for portfolio managers.
• Tune and validate models and perform back-tests.
• Contribute to the deployment of pricing and risk engines into production services.
• Interact daily with portfolio managers, quant researchers, and developers.

Benefits

• Base salary determined by core job responsibilities, relevant experience, internal level, and market factors.
• Discretionary bonus based on performance.

What This Job Offers

• Job Type: Full-time
• Career Level: Entry Level
• Industry: Insurance Carriers and Related Activities
• Education Level: Master's degree
• Number of Employees: 1,001-5,000 employees