Quantitative Research Analyst – Portfolio Implementation

PIMCO • Newport Beach, CA

78d • $205,000 - $305,000

About The Position

PIMCO has relied on quantitative strategies and intellectual rigor to drive alpha in fixed income markets for over 30 years. We are seeking an experienced Quantitative Research Analyst to continue to build upon our expansive quantitative capabilities and help drive new initiatives in our Portfolio Management - Implementation team. The ideal candidate will have experience in systematic investing especially in Credit and be excited at the prospect of deploying the latest quantitative techniques and financial theory across our business bringing efficiency, consistency and scale. The role will look to leverage quantitative frameworks, blending best practices of incorporating systematic alpha signals & portfolio construction techniques into PIMCO’s investment process. Daily responsibilities include working closely with portfolio managers on portfolio construction, developing new signals for alpha generation in Credit and other related asset classes. The role provides opportunities to work with PIMCO’s world class PM and trading functions to implement these signals and techniques in portfolios.

Requirements

• Masters or PhD Degree in computer science, statistics, engineering, finance, economics, econometrics, or a related field.
• Minimum 7 years of experience in financial industry performing econometric/statistical modeling of credit.
• Proven ability to build and test models using corporate fundamentals.
• Experience in predicting returns, modeling individual sectors and companies is desirable.
• Proficiency with Python programming.
• Excellent analytical and quantitative skills, with strong attention to detail and ability to drive results.
• Self-starter who is accountable and motivated by collaborating with PMs.
• Strong verbal communication skills with ability to articulate issues and solutions.

Nice To Haves

• Exposure to non-traditional modeling techniques (machine learning).

Responsibilities

• Work closely with portfolio managers on portfolio construction.
• Develop new signals for alpha generation in Credit and other related asset classes.
• Leverage quantitative frameworks to incorporate systematic alpha signals into PIMCO’s investment process.
• Collaborate with PMs to offer robust, scalable solutions.

Benefits

• Medical, dental, and vision coverage.
• Life insurance and travel coverage.
• 401(k) (defined contribution) retirement savings, retirement plan, pension contribution from your first day of employment.
• Work/life programs such as flexible work arrangements, parental leave and support, employee assistance plan, commuter benefits, health club discounts, and educational/CFA certification reimbursement programs.
• Community involvement opportunities with The PIMCO Foundation in each PIMCO office.
• Total compensation approach including base salary and discretionary bonus.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Education Level: Master's degree
• Number of Employees: 1,001-5,000 employees