Quantitative Research Analyst at PIMCO

New York, New York, United States

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Not SpecifiedCompensation

Senior (5 to 8 years), Expert & Leadership (9+ years)Experience Level

Full TimeJob Type

UnknownVisa

Asset Management, Financial Services, Investment ManagementIndustries

Requirements

Candidates must possess a Master’s degree in Computer Science or a hard science/engineering discipline, complemented by a strong background in C++ development. A graduation from a top-tier institution is preferred, along with 3-10 years of professional experience in developing large-scale analytics systems within leading financial firms. Direct experience with fixed income trading systems and structured products is advantageous, alongside extensive programming skills in C++ utilizing STL, Boost, design patterns, and modern C++ practices, and integration across multiple languages such as Boost-Python. Experience with SDLC best practices, including version control systems like Git, CI/CD pipelines, automated testing frameworks, and code review processes, is required, as well as a proven ability to develop high-performance systems utilizing parallel processing and cloud computing platforms. Exposure to Redis and GPU acceleration is also preferred.

Responsibilities

The Quantitative Developer will be responsible for large-scale software architecture, development, and production releases primarily in C++, while having extensive exposure to high-performance computing, cloud computing, messaging, and caching. They will contribute to the development and enhancement of PIMCO’s analytics platform, providing pre-trade and risk valuations across the entire fixed income universe. This role requires meticulous attention to detail and rapid coding development in a highly productive environment, demonstrating proactive, adaptive, and curious thinking to address complex business challenges and ensuring robustness in system and production releases.