Quantitative Research Analyst Quantitative Research Analyst …

PIMCO
in Newport Beach, CA, United States
Permanent, Full time
Last application, 21 Jan 22
Competitive
PIMCO
in Newport Beach, CA, United States
Permanent, Full time
Last application, 21 Jan 22
Competitive
Quantitative Research Analyst
About Us:

We are PIMCO, a leading global asset management firm. We manage investments and develop solutions across the full spectrum of asset classes, strategies and vehicles: fixed income, equities, commodities, asset allocation, ETFs, hedge funds and private equity. PIMCO is one of the largest investment managers, actively managing more than $2.2 trillion in assets for clients around the world. PIMCO has over 3,070 employees in 22 offices globally. PIMCO is recognized as an innovator, industry thought leader and trusted advisor to our clients.

PIMCO is one of the world's premier fixed income investment managers with thousands of professionals around the world united in a single purpose: creating opportunities for our clients in every environment. Since 1971, we have brought innovation and expertise to our partnership with the institutions, financial advisors and millions of individual investors who entrust us with their assets. We aspire to cultivate performance and leadership through empowering our people, diversity of thought, and a commitment to an inclusive culture that engages in our global communities.

Position Description:

Client Solutions & Analytics is a team of Quantitative Research Analysts that focus primarily on client portfolio and asset management issues from a quantitative perspective. The team's mandate is broad in nature and covers a wide array of topics in portfolio diagnostics, portfolio optimization, macro insights, asset class insights, and client directed research and thought leadership. The group collaborates with multiple parts of the firm, including Portfolio Management, Product Management, and Account Management.

Quantitative Research Analysts take the lead ownership role for maintaining and growing the team's IP. We achieve this by operating on three drivers: first, they develop all the quantitative models that power the team's systems and applications. Second, they contribute to the research and thought leadership pieces by working very closely with the team's senior leadership; and third, they work alongside the team's solution strategists to deliver high quality analytical studies to our clients. All three factors contribute directly to CS&A becoming a trusted advisor to PIMCO's top clients.

RESPONSIBILITIES
  • Designing, developing, and improving the suite of client analytics models and applications
  • Collaborating with core Technology at PIMCO to ensure the client analytics applications are scalable, cloud-enabled, and client facing within PIMCO's digital ecosystem.
  • Contributing to highly customized asset allocation and portfolio construction studies for key clients
  • Supporting innovative research in asset allocation, portfolio optimization, trading signals, asset returns and valuation
  • Continuously coming up with new insights to improve the quant models that the team produces, datasets it ingests, and applications it delivers.
  • Mentorship of junior quants and technologists in the team


Position Requirements:

  • Quantitative Master's degree (financial engineering, computer science, computer engineering, or other technically demanding program such as theoretical physics or math)
  • Bachelor's degree focus in Finance, Economics, Computer Science or other technical degree is preferred
  • Experience implementing or working on large financial applications and systems
  • Excellent programming skills in Python and Matlab, OOP
  • Comfortable working with large data sets, both structured and unstructured
  • Formal training and strong interest in some of the following areas: Finance theory (especially portfolio theory, option pricing, and asset pricing), Statistics, data science, machine learning
  • Effective communication skills, both oral and written
  • Good exposure to and knowledge of financial markets
  • Ethical, intellectually curious, collaborative, organized, flexible, high energy, self-starter, accountable, humble


Benefits:

PIMCO is committed to offering a comprehensive portfolio of employee benefits designed to support the health and well-being of you and your family. Benefits vary by location but may include:
  • Medical, dental, and vision coverage
  • Life insurance and travel coverage
  • 401(k) (defined contribution) retirement savings, retirement plan, pension contribution from your first day of employment
  • Work/life programs such as flexible work arrangements, parental leave and support, employee assistance plan, commuter benefits, health club discounts, and educational/CFA certification reimbursement programs
  • Community involvement opportunities with The PIMCO Foundation in each PIMCO office


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