Vice President, Quantitative Research Analyst (Pacific Investment Management Company LLC (PIMCO) – Newport Beach, CA); Multiple positions available: Offered salary range of $180,000 to $220,000 per year. Analyze asset-backed structured products securities, derivatives and alternative investments for U.S. and Europe. Fundamental and quantitative analysis, including relative valuation across capital structures and asset classes, with a focus on performing, non/re-performing loans in residential, commercial and consumer credit asset classes. Develop and test quantitative models and analytical tools, while also collecting and analyzing large data. Analyze investments in special situations/specialty finance and other non-conventional assets. Work alongside the public structured products team and specialty finance in valuing and pricing complex transactions in banking, asset servicing, insurance / re-insurance and lending markets. Develop new pricing and risk models by building bespoke programming code/libraries.
Requires a PhD (or foreign equivalent) in Mathematics, Statistics, Engineering, or a related field. In lieu of a PhD (or foreign equivalent) in Mathematics, Statistics, Engineering, or a related field, will accept a Master’s degree (or foreign equivalent) in Mathematics, Statistics, Engineering or a related field and 3 years of experience in designing, coding, and implementing pricing and valuation frameworks. Must have 3 years of experience in each of the following: structured finance/credit, credit derivatives, and CDO/CLOs; equities, FX, rates, and credit; corporate finance; consumer credit; scripting languages, such as Python, Slang or similar; and, object-oriented languages, including C, C, or C#. Experience may be gained concurrently.
Please submit resumes to Lupe.Rubalcaba@pimco.com. Reference Job ID: 7914055.
