Quantitative Research Analyst - Analytics Quantitative Research Analyst - Analytics …

PIMCO Europe Ltd
in Newport Beach, CA, United States
Permanent, Full time
Last application, 16 Jul 19
Competitive
PIMCO Europe Ltd
in Newport Beach, CA, United States
Permanent, Full time
Last application, 16 Jul 19
Competitive
Quantitative Research Analyst - Analytics
About Us:

We are PIMCO, a leading global asset management firm. We manage investments and develop solutions across the full spectrum of asset classes, strategies and vehicles: fixed income, equities, commodities, asset allocation, ETFs, hedge funds and private equity. PIMCO is one of the largest investment managers, actively managing more than $1.84 trillion in assets for clients around the world. PIMCO has over 2,700 employees in 17 offices globally. PIMCO is recognized as an innovator, industry thought leader and trusted advisor to our clients.

PIMCO is one of the world's premier fixed income investment managers with thousands of professionals around the world united in a single purpose: creating opportunities for our clients in every environment. Since 1971, we have brought innovation and expertise to our partnership with the institutions, financial advisors and millions of individual investors who entrust us with their assets. We aspire to cultivate performance and leadership through empowering our people, diversity of thought, and a commitment to an inclusive culture that engages in our global communities.

Position Description:

PIMCO is seeking a Quantitative Researcher to join the Portfolio Analytics team based in Newport Beach. In this role you will perform research on risk models, attribution techniques, and portfolio construction techniques. As well, you will develop valuation models for measuring risk, analysis of historic returns, portfolio construction, and analyze/attribute the drivers of return across all assets managed by PIMCO.

Working closely with Portfolio Management and Risk Managers across various mandates you will develop valuation and risk models to help in both the bottom up and top down investment process. Risk modeling involves developing a comprehensive multi factor risk models, liquidity risk, tail risk and stress testing. Additionally, you will be responsible for enhancing the firm's tools and models on risk, attribution, liquidity cost, as well as portfolio construction. The ideal candidate will have a strong commitment to rigor and excellence in math, while at the same time not losing sight of practicalities. As well, he/she will have the ability to communicate complicated technical issues clearly to senior management and portfolio managers.

Position Requirements:

  • Master's degree in a quantitative discipline (mathematics, engineering, econometrics, physics); PhD degree preferred.
  • Up to two (2) years' of experience in a quantitative analytics role within a trading environment or experience in a position applying advanced quantitative techniques to solving highly complex data intensive problems
  • Strong programming skills and numerical problem solving techniques; proficiency with Python; C++ a plus but not required.
  • Strong general quantitative skills, specifically financial mathematics, probability, statistics, economics.
  • Familiarity with portfolio construction analytics and some exposure to quantitative portfolio management
  • Ethical, collaborative, organized, flexible, high energy, self-starter, accountable, humble.


Benefits:

PIMCO is committed to offering a comprehensive portfolio of employee benefits designed to support the health and wellbeing of you and your family. Benefits vary by location but may include:
  • Medical, dental, and vision coverage
  • Life insurance and travel coverage
  • 401(k) (defined contribution) retirement savings, retirement plan, pension contribution from your first day of employment
  • Work/life programs such as flexible work arrangements, parental leave and support, employee assistance plan, commuter benefits, health club discounts, and educational/CFA certification reimbursement programs
  • Community involvement opportunities with The PIMCO Foundation in each PIMCO office


Close