VP, Quantitative Research

PIMCO • Newport Beach, CA

11h

About The Position

PIMCO is seeking an experienced Quant Analyst to join its Alternatives Investment team in Newport Beach. The Alternatives business invests in consumer credit—including mortgage, auto, loan, and student credit—and esoteric asset classes such as SME loans and accounts receivable finance across the US, APAC, and Europe. The role partners with an industry-leading deal team, conducting empirical analysis to supplement underwriting and help drive investment deals to conclusion. The ideal candidate has experience partnering with the front office and applying quantitative techniques to specialty finance and securitization investment opportunities, and is interested in working on complex deals.

PIMCO uses a total compensation approach that includes base salary and a discretionary bonus. The base salary is determined by core job responsibilities, relevant experience, internal level, and market factors; the discretionary bonus is based on company, business, team, and individual performance. The listed salary range is $205,000–$240,000.

Requirements

• Advanced degree in a quantitative discipline such as mathematics, science, engineering, statistics, or physics.
• Statistical modeling expertise with consumer credit, including mortgage, auto, loan, and student credit.
• At least 2 years of front-office quantitative experience at a top sell-side or buy-side firm.
• Strong quantitative skills, specifically in financial mathematics, probability, and statistics.
• Strong programming skills and numerical problem-solving techniques, with proficiency in scripting languages such as Python or Slang.
• Experience analyzing large datasets using R, SAS, or Python and SQL.
• Strong attention to detail and ability to deliver results.
• Self-starter who is accountable, low ego, and motivated by integrating with the trade floor.
• Ability to articulate issues and explain them to portfolio managers and developers.
• Ethical, collaborative, organized, flexible, and high energy.

Nice To Haves

• Familiarity with Intex and bond cash flow modeling.

Responsibilities

• Assist in sourcing and evaluating consumer loan pools and other specialty finance assets, including mortgage, auto, loan, and student credit.
• Support ongoing portfolio management and performance monitoring of investments.
• Develop and maintain consumer credit outlooks and market insights.
• Engage with esoteric asset classes such as SME loans, trade finance, and accounts receivable finance.
• Collaborate with cross-functional teams to enhance investment strategies and risk management.

What This Job Offers

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