Quantitative Research Analyst – Execution Research at PIMCO

Newport Beach, California, United States

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Not SpecifiedCompensation

Mid-level (3 to 4 years)Experience Level

Full TimeJob Type

UnknownVisa

Asset Management, FinanceIndustries

Requirements

Master’s degree in a quantitative discipline (mathematics, engineering, econometrics, physics)
3+ years of experience in a quantitative role
Quantitative background
Expertise in execution/algos
Strong understanding of high-frequency data

Responsibilities

Development, analysis, and optimization of execution models and systematic trading strategies in fixed income, specifically focusing on linear rates and liquid markets
Execution monitoring and alpha – buildout and evolution of the execution algorithm library; proactive identification and implementation of enhancements
Conducting and leading new alpha research, as well as enhancing the existing suite of alpha strategies
Development of statistical models and machine learning frameworks for evaluating execution methods and algorithms
Development of customized Transaction Cost Analysis (TCA) methodologies
Proactively coordinate with Quant and Technology partners to ensure seamless implementation and technical support
Communicate complex technical issues clearly to senior management and portfolio managers
Work closely with Portfolio Managers and Traders to refine and implement ideas efficiently

Skills

Key technologies and capabilities for this role

Quantitative ResearchExecution ModelsSystematic TradingStatistical ModelingMachine LearningTransaction Cost AnalysisHigh-Frequency DataFixed IncomeRates MarketsAlpha Research

Questions & Answers

Common questions about this position

What is the salary for this Quantitative Research Analyst position?

This information is not specified in the job description.

Is this role remote or onsite, and where is it located?

The position is onsite in Newport Beach, California.

What skills and experience are required for this role?

Candidates need a Master’s degree in a quantitative discipline, 3+ years of experience in a quantitative role, quantitative background, expertise in execution/algos, and strong understanding of high-frequency data.

What is PIMCO's company culture like?

PIMCO emphasizes a high-performance, inclusive culture that celebrates diverse thinking and invests in its people, with CORE values of Collaboration, Openness, Responsibility, and Excellence.

What makes a strong candidate for this position?

A strong candidate will have a Master’s degree in a quantitative field, 3+ years in a quantitative role, expertise in execution algorithms, and experience with high-frequency data, along with the ability to communicate complex ideas clearly.