Quantitative Research Analyst – Portfolio Implementation
About The Position
PIMCO is a global leader in active fixed income with deep expertise across public and private markets. We invest our clients’ capital across a range of fixed income and credit opportunities, leveraging our decades of experience navigating complex debt markets. Our flexible capital base and deep relationships with issuers have helped us become one of the world’s largest providers of traditional and nontraditional solutions for companies that need financing and investors who seek strong risk-adjusted returns. Since 1971, our people have shaped our organization through a high-performance inclusive culture, in which we celebrate diverse thinking. We invest in our people and strive to imprint our CORE values of Collaboration, Openness, Responsibility and Excellence. We believe each of us is here to help others succeed and this has led to PIMCO being recognized as an innovator, industry thought leader and trusted advisor to our clients. JOB DESCRIPTION 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 with 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 and offering robust, scalable solutions to them
- Strong verbal communication skills with ability to articulate issues and solutions to portfolio managers, credit researchers and developers
Nice To Haves
- Would be an added benefit to have exposure to non-traditional modeling techniques ("machine learning").
Responsibilities
- working closely with portfolio managers on portfolio construction
- developing new signals for alpha generation in Credit and other related asset classes
- implement these signals and techniques in portfolios
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
- PIMCO follows a total compensation approach when rewarding employees which includes a base salary and a discretionary bonus. Base salary is the fixed component of compensation that is determined by core job responsibilities, relevant experience, internal level, and market factors. The discretionary bonus is used to award performance and therefore is determined by company, business, team, and individual performance.
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Number of Employees
1,001-5,000 employees
