Quantitative Research Analyst
About The Position
PIMCO has relied on quantitative strategies and intellectual rigor to drive alpha in fixed income markets for over 30 years. We are seeking a Quantitative Research Analyst to join us in our Newport Beach, CA office to continue to build upon our expansive quantitative capabilities and help drive new initiatives in our Portfolio Management - Implementation team. You will proactively engage with our Quants, Portfolio Managers, and Technologists across various mandates with a focus on deepening our models for alpha generation, optimal execution and portfolio construction. Our ideal candidate will be a self-starter with a deep quantitative background, and a strong grounding data science. The candidate would have a strong commitment to rigor and excellence in research, whilst not losing sight of practicalities in delivering results. As well, he/she will have the ability to communicate complicated technical issues clearly to senior management and portfolio managers. Daily responsibilities include working closely with Portfolio Managers on portfolio construction, developing new signals for alpha generation and improving execution strategies in Credit and other related markets. The role provides opportunities to work with PIMCO’s world class PM and trading functions to implement these signals and techniques in portfolios.
Requirements
- Masters or PhD Degree in finance, computer science, statistics, engineering, economics, econometrics, or a related field
- 1-3 years of experience in financial industry performing econometric/statistical modeling with proven ability to build and test models using large datasets
- Strong programming skills and numerical problem-solving techniques; proficiency with Python with a preference for experience with high frequency data
- Excellent analytical and quantitative skills, self-starter willing to lead by doing with strong attention to detail and desire to drive results
- Strong verbal communication skills with ability to articulate issues and solutions to Portfolio Managers, Credit researchers and developers
- Ethical, collaborative, organized, flexible, high energy, accountable, humble
Nice To Haves
- Experience in Fixed Income markets, especially Credit, is a plus
- Exposure to non-traditional modeling techniques & ability to leverage AI methods to improve models and performance, is a plus
Responsibilities
- working closely with Portfolio Managers on portfolio construction
- developing new signals for alpha generation
- improving execution strategies in Credit and other related markets
- implement these signals and techniques in portfolios
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
