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Quantitative Research Analyst

Employer
PIMCO
Location
Newport Beach, USA
Salary
Competitive
Closing date
Sep 29, 2021

View more

Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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 $2.21 trillion in assets for clients around the world. PIMCO has over 3,025 employees in 20 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 Portfolio Management Risk Analytics is seeking an experienced Quantitative Research Analyst with some exposure to quantamental (Quantitative + Fundamental) investing to support credit modeling and portfolio analytics.

Daily responsibilities include building and testing models to identify relative value opportunities in credit. Models would potentially incorporate broad range of data including company level accounting data, sector level fundamental metrics, macro-economic data and market data on prices, spreads and trade volumes.

Position Requirements:

• Master degree or higher preferably in computer science, statistics, engineering, finance, economics, econometrics, or a related field
• Minimum 1 year of experience in financial industry performing econometric/statistical modeling of credit with proven ability to build and test models using corporate fundamentals.
• Experience in predicting returns, modeling individual sectors and companies is desirable
• Proficiency with SAS, Matlab, R, or Python programming
• Excellent analytical and quantitative skills, with strong attention to detail
• Exposure to quantamental investing is desirable
• Exposure to non-traditional data ("big data") and modeling techniques ("machine learning")
• Strong attention to details and ability to deliver results. Self-starter who is accountable, has low ego, and motivated by integrating with the trade floor.
• Strong verbal communication skills with ability to articulate issues and solutions to portfolio managers and developers.

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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