VP, Quantitative Research
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 assets—as well as 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 to conduct empirical analysis that supplements underwriting and helps drive investment deals to conclusion. The ideal candidate has partnered with front-office teams using quantitative techniques to analyze specialty finance or securitization investment opportunities and is interested in working on complex deals. PIMCO describes its culture as high-performance and inclusive, with an emphasis on diverse thinking and its CORE values: Collaboration, Openness, Responsibility, and Excellence. Compensation includes a base salary and a discretionary bonus. The base salary reflects job responsibilities, experience, internal level, and market factors; the bonus is based on company, business, team, and individual performance.
Requirements
- Advanced degree in a quantitative discipline such as mathematics, science, engineering, statistics, or physics.
- Expertise in statistical modeling for consumer credit, including mortgage, auto, loan, or student assets.
- Strong quantitative skills, particularly in financial mathematics, probability, and statistics.
- At least 2 years of front-office quantitative experience at a top sell-side or buy-side firm.
- Strong programming and numerical problem-solving skills, 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 to integrate 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 assets.
- Support ongoing portfolio management and investment performance monitoring.
- 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.
Benefits
- Discretionary bonus based on company, business, team, and individual performance.
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What This Job Offers
Job Type
Full-time
Career Level
Senior
