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Quantitative Researcher - Execution

Newport Beach, USA
Closing date
Nov 15, 2022

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Job Function
Industry Sector
Finance - General
Employment Type
Full Time
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 is seeking a Quantitative Researcher to join the Algorithmic Trading Analytics team based in Newport Beach. You will be joining a small and high-impact team contributing to the development of research strategies across the firm. You will interact closely with Portfolio Managers across various mandates and will work on improving and enhancing the firm's execution capabilities and trading strategies.
The ideal candidate will have a strong commitment to rigor and excellence in research, while at the same time not losing sight of practicalities in delivering results. As well, they will have the ability to communicate complicated technical issues clearly to senior management and portfolio managers.

You will be responsible for:
  • Development, analysis and optimization of execution and systematic trading strategies in fixed income and other asset classes
  • Development of statistical models and machine learning frameworks for evaluation of execution methods and algorithms
  • Development of customized TCA (transaction cost analysis)
  • Research market impact and information transfer phenomena for various asset classes
  • Development of predictive short-term price or fair value models

Position Requirements:

  • M.S. or M.F.E. degree from a top program in quantitative disciplines; Finance, Economics, Statistics, Physics or Math
  • 2+ years of experience in a quantitative analytics role within a trading environment focused on development of execution and systematic strategies sensitive to transaction costs, with a focus on one or more of the following areas: futures, rates (government bonds, interest rate swaps), corporate bonds, commodities, FX, options.
  • Experience applying Data Science, Machine Learning, Neural Networks, or Deep Learning to solve complex data intensive problems.


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

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