Currency/Rates Quantitative Research Analyst

  • Competitive
  • Newport Beach, CA, USA
  • Permanent, Full time
  • Pimco
  • 17 Oct 17 2017-10-17

Currency/Rates Quantitative Research Analyst

Position Description

The Currency/Rates Quantitative Research Analyst will be a part of Global Analytics team and will work closely with the Quant Portfolios Desk on developing and testing strategies in global rates and currency markets. They will be responsible for building and testing models to identify macro- and micro- relative value opportunities as well as robust methods for timing duration, yield curve and currency trades.

Position Requirements

Master's degree or higher in Finance, Economics, or a quantitative discipline. 3-10 years of experience with quantitative research and analytics focused on currency and rates markets. Proven ability to build and test quantitative investment models. Proficiency with SAS, MATLAB, R, or Python programming.
Good intuition. Intellectual curiosity. Strong attention to detail. Ability to work well with others.

We are an Equal Opportunity Employer and do not discriminate against any employee or applicant for employment because of race, color, sex, age, national origin, religion, sexual orientation, gender identity, status as a veteran, and basis of disability or any other federal, state or local protected class.