Quantitative Research Analyst, Financial Institutions

  • Competitive
  • Newport Beach, CA, USA
  • Permanent, Full time
  • Pimco
  • 18 Oct 17 2017-10-18

Quantitative Research Analyst, Financial Institutions

Position Description

Company Overview:
PIMCO is a global investment management firm with a singular focus on preserving and enhancing investors' assets.
We manage investments for institutions and financial advisors. The institutions we serve include corporations, central banks, universities, endowments and foundations, and public and private pension and retirement plans. We also serve investment advisors who assist their clients with personal financial goals, from preparing for retirement to funding higher education.
Client Analytics Team Overview:
Client Analytics is a team of financial engineers who focus primarily on client portfolio and asset management issues from a largely quantitative perspective. The team's mandate is broad in nature and, as such, Client Analytics team members often act generalists, working on projects that span a wide array of client-focused topics. The group interfaces with multiple parts of the firm, including Portfolio Management, Product Management, and Account Management.
Responsibilities
We are seeking a Quantitative Research Analyst based in Newport Beach to assist our efforts in building out our Quantitative Solutions efforts for the global Insurance client channel, with a particular focus in the US.

The team's key mandates can be summarized as follows:
1. Leverage PIMCO's investment management infrastructure: Deploy PIMCO's technology, views, and intellectual capital to help clients (CIOs, CEOs, Boards) with the macro issues of investment management, such as asset allocation and risk management.
2. Generate thought leadership: Build models and generate intellectual capital for PIMCO's Solutions activities.
3. Deliver (and present) customized analyses to clients and prospects: Become a trusted investment advisor to help PIMCO win mandates across products and asset classes.

Position Requirements

Position Qualifications:

  • Advanced degree required in math, engineering, statistics or related field
  • Minimum 3 years of direct experience in quantitative role in either a financial institution or an Insurance company
  • Prior experience in dealing with financial institutions is a plus
  • Strong quantitative background
  • Global experience a plus
  • Experience in Matlab, Python, and SQL required
  • Good general investment knowledge across asset classes and in particular securitized products (MBS, ABS, CLO etc)
  • Knowledge of Insurance ALM Modelling, and Risk Based Capital would be plus
Personal Characteristics:

  • Strong production and results orientation and an ability to manage multiple agendas concurrently
  • Proven ability navigating within a global organization and building relationships with global internal stakeholders
  • Strong communication skills and business acumen
  • Proactive, well organized, high-energy self-starter who works well in a team
  • Able to work effectively and professionally with colleagues of all levels, across multiple geographies




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.