VP, Quantitative Research

PIMCO • Newport Beach, CA

1d

About The Position

PIMCO is expanding its Structured Products Analytics team and seeking a highly motivated Quantitative Developer to contribute to prepayment and credit model implementation, risk analytics, and analytics platform development. The role offers exposure to residential mortgage-backed securities (RMBS), commercial mortgage-backed securities (CMBS), and asset-backed securities (ABS). The successful candidate will join a collaborative analytics organization developing and maintaining a cloud-based analytics platform for large-scale structured products analysis in a high-performance computing environment.

The position partners with quantitative researchers and portfolio analytics teams to develop structured products analytics using the Intex CMO platform and mortgage market datasets. It supports models, risk capabilities, and analytics across research and production environments, while helping build a scalable cloud platform. The role works in an agile development environment and contributes to software engineering, testing, code quality, and production support. AI-powered development and analytics tools are used in accordance with firm standards for model governance, data security, and software quality.

Requirements

• Master's degree or higher in Computer Science, Mathematics, Financial Engineering, Statistics, Physics, or another quantitative STEM discipline.
• 3 to 5 years of hands-on software development experience in financial services.
• Strong proficiency in C++ and Python.
• At least 3 years of experience developing analytics or technology solutions for securitized products, including residential mortgages, commercial mortgages, and asset-backed securities.
• Strong experience with the Intex CMO API and a solid understanding of structured finance deal structures, cash flow mechanics, and security-level analytics.
• Knowledge of integrating prepayment and credit models with collateral-level cash flow engines and broader analytical workflows.
• Experience designing and building scalable analytical systems in modern cloud computing environments.
• Ability to work effectively in a fast-paced development environment while maintaining a strategic perspective on platform architecture and long-term scalability.
• Excellent problem-solving skills, strong attention to detail, and commitment to clear, efficient, high-quality code.

Nice To Haves

• Candidates from top-tier academic programs are preferred.

Responsibilities

• Partner with quantitative researchers and portfolio analytics teams to design, develop, and enhance structured products analytics using the Intex CMO platform and mortgage market datasets, including Loan Performance and EMBS data.
• Implement and maintain prepayment, credit, and cash flow models and integrate them into an enterprise analytics framework.
• Develop and support analytics and risk measurement capabilities for securitized products in research and production environments.
• Collaborate with cross-functional teams to design, build, and optimize a scalable cloud-based structured products analytics platform for high-performance computation and large-scale data processing.
• Participate in an agile development environment, balancing rapid delivery with long-term platform architecture and scalability.
• Contribute to software engineering, testing, code quality, and production support practices to maintain robust analytics infrastructure.
• Use AI-powered development and analytics tools to accelerate research, code development, testing, and operational efficiency while following firm standards for model governance, data security, and software quality.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior