Quantitative Research Analyst
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About this role
JOB DESCRIPTION
We are seeking a quantitative researcher to join the Portfolio Management Analytics team based in Newport Beach. The PIMCO Analytics team is dedicated to developing cutting-edge analytical tools that enhance portfolio management decision-making and establish a best in class risk analytics framework for the firm.
In this role, you will have the opportunity to conduct research and develop sophisticated risk analytics models for fixed income securities as well as interest rate, FX, and equity derivatives. You will also contribute to the development and enhancement of PIMCO's comprehensive portfolio risk and attribution framework, providing insights that inform investment decisions and portfolio construction.
Your responsibilities will include 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 a diverse range of portfolios managed by PIMCO. You will collaborate closely with Portfolio Managers and the Risk Team to leverage the Analytics investment toolkit, delivering insights that support investment decision-making.
The ideal candidate will possess strong mathematical modeling skills, empirical research experience, and proficiency in programming. Additionally, you should be able to communicate complex technical concepts clearly and effectively to senior management and portfolio managers. If you are passionate about quantitative research and eager to make a significant impact in the field of portfolio management, we encourage you to apply.
Desired candidates should possess the following skills and characteristics:
- Master’s degree in a quantitative discipline (mathematics, engineering, econometrics, physics); PhD degree preferred
- 0-2 years of experience in a quantitative analytics role within a trading environment or experience applying advanced quantitative techniques to solve highly complex, data-intensive problems
- Strong quantitative skills, specifically financial mathematics, probability, and statistics
- Strong programming skills and numerical problem solving techniques; proficiency with Python; C++ is a plus
- General understanding of fixed income market, quantitative risk analytics and portfolio construction
- Formal training in econometrics or stochastic differential equations is desired, particularly in time series analysis, option theory, numerical methods, and optimization techniques
- Ethical, collaborative, organized, flexible, high energy, self-starter, accountable, humble