PIMCO

Quantitative Research Analyst

Newport Beach, California, United States

Not SpecifiedCompensation
Senior (5 to 8 years), Expert & Leadership (9+ years)Experience Level
Full TimeJob Type
UnknownVisa
Investment Management, Financial Services, Asset Management, Fixed IncomeIndustries

Requirements

Candidates must possess an advanced degree in a quantitative discipline such as mathematics, science, engineering, statistics, or physics. They should have statistical modeling expertise with consumer credit, including mortgage, auto, loan, and student loans, and familiarity with Intex and bond cash flow modeling is a plus. The role requires strong quantitative skills in financial mathematics, probability, and statistics, with at least two years of front office quant experience at a top sell or buy side firm. Proficiency in scripting languages like Python or Slang, experience analyzing large datasets using R/SAS/Python and SQL, strong attention to detail, and the ability to deliver results are essential. The ideal candidate is a self-starter who is accountable, low ego, motivated by integrating with the trade floor, and able to articulate issues clearly to portfolio managers and developers.

Responsibilities

The Quantitative Research Analyst will assist in sourcing and evaluating consumer loan pools and other specialty finance assets, including mortgage, auto, loan, and student loans. They will support ongoing portfolio management and performance monitoring of investments, develop and maintain consumer credit outlooks and market insights, and engage with esoteric asset classes such as SME loans, trade finance, and accounts receivable finance. The role involves collaborating with cross-functional teams to enhance investment strategies and risk management.

Skills

Quantitative Analysis
Fixed Income
Credit
Consumer Credit
Mortgage
Auto Loans
Student Loans
Securitization
Empirical Analysis
Underwriting
Portfolio Management
Risk Management

PIMCO

About PIMCO

N/AHeadquarters
N/AYear Founded
N/ACompany Stage

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