2026 PhD Summer Intern – Quantitative Portfolio Management at PIMCO

Newport Beach, California, United States

Not SpecifiedCompensation

InternshipExperience Level

InternshipJob Type

UnknownVisa

Asset Management, FinanceIndustries

Ph.D. candidate from a top program in quantitative fields such as Finance, Economics, Statistics, Computer Science, Operations Research, Physics, or Mathematics
Expected graduation from the Ph.D. program between Dec 2026 and June 2027
Business proficient in English
Strong interest and background in quantitative disciplines, with knowledge of asset pricing, economic theory, optimization methods, and fixed income markets preferred
Formal training in empirical research, particularly in statistics and econometrics, with experience in analyzing large unstructured real-world datasets preferred
Proficiency in programming, with a strong preference for Python
Excellent analytical and creative research skills with the ability to independently drive projects
Exceptional writing and verbal communication skills

Work on projects including alpha research on new signals
Enhance and extend existing signals
Conduct transaction cost analysis
Perform portfolio construction and optimization
Involvement in the entire life cycle of the investment process: idea generation, signal testing, portfolio construction, deployment, and portfolio management for systematic investment strategies spanning managed futures, alternative risk premia, and quantitative alpha across asset classes including Rates, FX, Equities, Commodities, and Vol