Quantitative Developer

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:

PIMCO Portfolio Management Analytics is seeking a strong python developer and data scientist to support the Portfolio Management Group. The position is in the Quantitative Data Delivery group, part of the Analytics Platform and Delivery team.
Portfolio Management Analytics Overview
We are a group of financial engineers who develop quantitative models to determine value, opportunities and risk across all types of securities and portfolios. We are avid consumers of data and prolific producers of model results. The Quantitative Data Delivery group was formed to apply modern data-science techniques to improve the reliability, organization, quantity and quality of the data coming in and out our models. Model data reliability is increasingly important as these outputs are used as signals for trade generation.
The position

• Work with portfolio managers and financial engineers to help them obtain, manipulate and verify data for their models.
• Develop programs that detect anomalies with the data coming in or out of financial models and simulated trades.
• Improve the overall platform for monitoring models
• Establish recommendations for model- and trade- code development that would improve their reliability.
• Work with the technology and ETL team to improve mechanisms of data ingestion and verification.
• Work with technology group to leverage their big data and machine learning infrastructure to the requirements of the group

The ideal candidate would be very strong python programmer and data munger. 80% of the role will probably be in those activities. You will have solid statistics and machine learning credentials in order to contribute new techniques and algorithms while collaborating with some of the most accomplished financial engineers in the world. We believe the role is an ideal opportunity for a strong developer and data scientist who wants to contribute and have direct exposure to the quantitative financial world. .

Position Requirements:

• Strong academic background from a leading, accredited college or university
• Technically-oriented degree preferred (Computer Science, Economics, Mathematics, Physics)
• Strong familiarity with python and programming/computer science
• Strong statistics and data manipulation/interpretation skills
• Familiarity with machine learning techniques
• Strong writing ability and communication skills
• Ability to work in a demanding, client-focused environment
• Must be a self-starter with the ability to both collaborate and work independently

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 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