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:
PIMCO Analytics is seeking a Quantitative Researcher to join its Portfolio Analytics team. In this role you will research, implement and improve PIMCO's risk and attribution models, develop models for measuring risk and portfolio construction; analyze historical returns and attribute to the drivers of return across all assets managed by PIMCO. Working closely with other teams within Analytics, as well as Portfolio Management and Risk Managers you will have the opportunity to learn and develop in a fast paced ambitious environment, getting exposure to all asset classes and contributing to PIMCO's suite of quantitative frameworks.
- Improving the firm's tools and models on risk, attribution, liquidity cost, as well as portfolio construction.
- Design, implement and analyze portfolio risk factor models and attribution models using advanced statistical tools
• Communicate sophisticated mathematical and theoretical financial and economic concepts to investment professionals, developers and programmers . Position Requirements:
- Master's degree in a quantitative subject area (mathematics, engineering, econometrics, physics); PhD degree preferred.
- Up to two (2) years' of experience in a quantitative analytics role within a trading environment or experience in a position applying advanced quantitative techniques to solving highly complex data intensive problems
- Strong programming skills and numerical problem solving techniques; proficiency with Python; C++ a plus but not required.
- Strong general quantitative skills, specifically financial mathematics, probability, statistics, economics.
- Familiarity with portfolio construction analytics and some exposure to quantitative portfolio management
- Ethical, collaborative, organized, flexible, high energy, self-starter, accountable, low ego..
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 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