Quantitative Research Analyst

PIMCO • Newport Beach, CA

134d • $165,000 - $240,000

About The Position

Join PIMCO's PM-Analytics, Portfolio Engineering and Implementation team as a Quantitative Researcher/Developer in our Newport Beach, CA office where your contributions will have a direct and measurable impact on investment outcomes as you will help shape the future of systematic investing. This role bridges quantitative research, portfolio construction and technology, with a focus on integrating systematic signals and models into our investment process. You'll work closely with Portfolio Managers, Quant Researchers, Analysts and Technologists to design and deploy scalable, alpha-generating strategies across asset classes. This role offers the opportunity to contribute to the development of new models and techniques, apply modern data science methods, and help translate research into practical, production-ready systems that support real-world investment decisions.

Requirements

• Master's degree in a quantitative discipline (e.g. Financial Engineering, Physics, Mathematics, Computer Science).
• 3+ years of experience with Python and relational or modern databases, including experience in research workflows and data-driven experimentation.
• Strong proficiency in object-oriented programming (Java, C++, or C# preferred).
• Solid foundation in probability, statistics, and techniques such as machine learning, time-series analysis, pattern recognition, and natural language processing (NLP).
• Demonstrated ability to solve complex, data-intensive problems using quantitative methods.
• Familiarity with financial markets and products - especially fixed income - is a strong plus.
• Intellectual curiosity, a passion for innovation and a drive to explore new ideas in a collaborative, fast-paced environment.
• Strong communication skills and ability to thrive in a fast-paced, collaborative environment.
• Detail-oriented, self-motivated, and comfortable managing multiple priorities and iterative development cycles.

Responsibilities

• Collaborate with Quants and PMs to implement and support strategy execution and portfolio construction engines.
• Contribute to the development and enhancement of PIMCO's Common Model Execution Framework and Optimization Engine.
• Explore and prototype new alpha signals, portfolio construction techniques, and optimization methods.
• Partner with Data Teams to onboard and integrate essential datasets into PIMCO's core data services platform.
• Troubleshoot and resolve data and software issues with speed and precision.
• Participate in design and review sessions with stakeholders to ensure robust solution delivery.
• Work cross-functionally with technologists, traders, and researchers to build scalable systematic trading solutions.

Benefits

• Base salary is the fixed component of compensation that is determined by core job responsibilities, relevant experience, internal level, and market factors.
• Discretionary bonus is used to award performance and therefore is determined by company, business, team, and individual performance.

What This Job Offers

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