Quantitative Research Analyst (Pacific Investment Management Company LLC (PIMCO) – Newport Beach, CA); Offered salary range of $160,000 to $200,000 per year. Multiple positions available: Help PIMCO make informed decisions and solve problems. Work closely with Portfolio Managers and apply quantitative tools and models to the investment process. Partner with both discretionary and quantitative portfolio managers across all asset classes. Work on a broad set of topics including risk analytics and valuation models across various asset classes and portfolio construction processes. Perform econometric analyses of historic returns, build empirical and risk-neutral valuation data models, apply macroeconomic research, and analyze large sets of transaction data with a view to improve trade execution.
Requires a Master’s degree (or foreign equivalent) in Computational Engineering, Financial Engineering, Mathematics, or a related quantitative field and 1 year of experience in quantitative analysis. Must have 1 year of experience in each of the following: finance theory, including portfolio theory, asset allocation techniques, option pricing, and asset pricing; Python, Matlab, SAS, or C; building valuation models; analyzing large sets of transaction data to improve trade execution; risk analysis and valuation models across asset classes; and, end-to-end quantitative analytics. Experience may be gained concurrently.
Please submit resumes to Lupe.Rubalcaba@pimco.com. Reference Job ID: 7891695.
