Pursuing a Quantitative Master’s degree (financial engineering or other technically demanding program such as theoretical physics or math)
Must be able to begin full time employment from a PIMCO office between January 2027 – August 2027
Must be enrolled at a university during the Fall 2026 semester (August 2026 – December 2026)
Strong interest in finance theory (especially portfolio theory and asset pricing), econometrics (particularly time series), data science and machine learning
Excellent programming skills (preferably Python or Matlab)
Strong communication and writing skills
Good exposure to and knowledge of financial markets
Strong quantitative background
Excellent public speaking skills
Hands-on creative thinker able to build research and investment solutions from inception to completion
Responsibilities
Working on innovative research in asset allocation, portfolio optimization, trading signals, asset returns and valuation
Contributing to highly customized asset allocation and portfolio construction studies for key clients
Designing, developing, and improving the suite of client analytics models and applications
Publishing research pieces on relevant market themes
Constructing bespoke investment solutions
Developing platforms and applications to better analyze client portfolios
Collaborating with multiple parts of the firm, including Portfolio Management, Product Strategy, and Client Management
Involved in both internal as well as client presentations