Quantitative Research Analyst

Newport Beach, California, United States

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Not SpecifiedCompensation

Entry Level & New Grad, Junior (1 to 2 years)Experience Level

Full TimeJob Type

UnknownVisa

Asset Management, Financial Services, Investment ManagementIndustries

Requirements

Candidates should possess a Master’s degree in a quantitative discipline such as mathematics, engineering, econometrics, or physics, with a PhD being preferred. They should have 0-2 years of experience in a quantitative analytics role within a trading environment or applying advanced quantitative techniques to solve complex problems.

Responsibilities

The Quantitative Research Analyst will conduct research and develop sophisticated risk analytics models for fixed income securities, interest rate, FX, and equity derivatives. They will contribute to the development and enhancement of PIMCO’s portfolio risk and attribution framework, providing insights to inform investment decisions and portfolio construction. The role involves developing pricing models to assess risk, analyzing historical returns, analyzing portfolio risk factor models and their tail risk behavior, and identifying drivers of return across diverse portfolios managed by PIMCO. They will collaborate with Portfolio Managers and the Risk Team, delivering insights that support investment decision-making.