Senior Quantitative Researcher / Developer
at PIMCO
On-site Newport Beach, California, United States
Full time
Posted 2 days ago
Description
PIMCO is a global leader in active fixed income with deep expertise across public and private markets. We invest our clients’ capital across a range of fixed income and credit opportunities, leveraging our decades of experience navigating complex debt markets. Our flexible capital base and deep relationships with issuers have helped us become one of the world’s largest providers of traditional and nontraditional solutions for companies that need financing and investors who seek strong risk-adjusted returns.
Since 1971, our people have shaped our organization through a high-performance inclusive culture, in which we celebrate diverse thinking. We invest in our people and strive to imprint our CORE values of Collaboration, Openness, Responsibility and Excellence. We believe each of us is here to help others succeed.
PIMCO is seeking a Senior Quantitative Developer to join our PM-Analytics, Portfolio Engineering and Implementation team to focus on enhancing and integrating systematic signals and portfolio construction into our investment processes. In this role, you will partner with Quant Researchers, Portfolio Managers and Analysts in developing and implementing systematic signals and investment strategies.
Your job will involve data analysis, understanding inputs to signals, developing systems to deploy strategies for alpha generation and performing analysis to support the strategy/model implementation process across multiple asset classes. As a Quant Developer in our Newport Beach office, you will interact directly with our PMs and Quants. Our ideal candidate will be enthusiastic about quantitative methods in the financial industry, technology and making a direct business impact.
Responsibilities
- Work closely with Quants and PMs to implement, deploy and support portfolio construction engines and strategy deployment.
- Fully understand the PIMCO Common Model Execution Framework and Optimization Engine and contribute to their support and future evolution.
- Provide timely and proactive support to end users.
- Troubleshoot data and/or software issues and be able to rapidly implement fixes.
- Work with Data Teams to onboard required data on PIMCO’s core data services platform.
- Actively participate in design and review sessions with stakeholders, project managers, and developers.
- Work collaboratively with technologists, traders and other researchers to build robust systematic trading software solutions.
Requirements
- Quantitative Master’s degree (financial engineering or other technically demanding program such as theoretical physics or mathematics).
- 7+ years of hands-on experience with Python and relational databases.
- Proficiency in any modern SQL based relational databases.
- 5+ years of Object-Oriented Programming with hands on experience in Java (or C#/C++) is a plus.
- Solid understanding of probability and statistics (e.g. machine-learning, time-series analysis, pattern recognition, NLP).
- Experience using quantitative techniques in solving highly complex data intensive problems.
- Financial products knowledge, specifically fixed income, is strongly preferred.
- Able to work independently, handle multiple tasks and thrive in a collaborative and fast-paced team environment.
- Prior team management experience with the ability to mentor and coach is preferred.
- Exceptional analytical skills, with strong attention to detail.
- Excellent communicator - verbal and written.
PIMCO follows a total compensation approach when rewarding employees which includes a base salary and a discretionary bonus. Base salary is the fixed component of compensation that is determined by core job responsibilities, relevant experience, internal level, and market factors. The discretionary bonus is used to award performance and therefore is determined by company, business, team, and individual performance. Salary Range: $265,000.00 - $305,000.00
PIMCO is an Equal Employment Opportunity/Affirmative Action employer. We provide reasonable accommodation for qualified individuals with disabilities, including veterans, in job application procedures.
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