Quantitative Research Analyst – Execution Research at PIMCO

Newport Beach, California, United States

Not SpecifiedCompensation

Mid-level (3 to 4 years)Experience Level

Full TimeJob Type

UnknownVisa

Asset Management, FinanceIndustries

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

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