Quantitative Research Analyst – Portfolio Implementation at PIMCO

Newport Beach, California, United States

Not SpecifiedCompensation

Senior (5 to 8 years)Experience Level

Full TimeJob Type

UnknownVisa

Asset Management, Fixed Income, CreditIndustries

Masters or PhD Degree in computer science, statistics, engineering, finance, economics, econometrics, or a related field
Minimum 7 years of experience in financial industry performing econometric/statistical modeling of credit with proven ability to build and test models using corporate fundamentals
Experience in predicting returns, modeling individual sectors and companies is desirable
Proficiency with Python programming
Excellent analytical and quantitative skills, with strong attention to detail and ability to drive results
Self-starter who is accountable and motivated by collaborating with PMs and offering robust, scalable solutions to them
Strong verbal communication skills with ability to articulate issues and solutions to portfolio managers, credit researchers and developers
Would be an added benefit to have exposure to non-traditional modeling techniques ("machine learning")

Working closely with portfolio managers on portfolio construction
Developing new signals for alpha generation in Credit and other related asset classes
Leveraging quantitative frameworks, blending best practices of incorporating systematic alpha signals & portfolio construction techniques into PIMCO’s investment process
Collaborating with PIMCO’s world class PM and trading functions to implement these signals and techniques in portfolios