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PIMCO stands as a premier entity in active fixed income, boasting extensive expertise across both public and private market sectors. Our mission is to effectively manage our clients' investments across a diverse array of fixed income and credit opportunities, drawing on our vast experience in navigating intricate debt markets. Our adaptable capital structure and robust relationships with issuers have positioned us as one of the leading providers of both traditional and innovative solutions for organizations seeking financing and investors aiming for optimal risk-adjusted returns.
Since our inception in 1971, our workforce has been pivotal in cultivating a high-performance and inclusive culture, where diverse perspectives are celebrated. We are committed to the development of our employees and strive to instill our CORE values: Collaboration, Openness, Responsibility, and Excellence. We believe that each individual contributes to the success of others, which has led to PIMCO being recognized as a trailblazer, a thought leader in the industry, and a trusted advisor to our clientele.
By considering this role, you will be evaluated for a position within the Quantitative Strategies Team in Portfolio Management:
Quantitative Research Analyst: This team is dedicated to the creation and execution of quantitative trading strategies. Responsibilities include managing the implementation of various strategies, generating trades through coding or spreadsheets, coordinating with specialist desks for execution, ensuring proper trade allocation, and reconciling theoretical model positions with actual portfolio holdings. Team members engage in research and backtesting of diverse trading strategies across multiple asset classes, while also exploring enhancements for existing strategies. This role involves collaboration with specialist Portfolio Managers to comprehend market trades and develop strategies that systematically exploit inefficiencies, alongside exploratory analysis utilizing statistical methods or other approaches. The group plays a crucial role in the portfolio construction process and the evaluation of prospective strategies.
Requirements:
- Master's degree in financial engineering or a similarly rigorous program.
- Bachelor's degree in Finance, Economics, or a related technical field is preferred.
- A minimum cumulative collegiate GPA of 3.2 on a 4.0 scale or equivalent from an accredited institution.
- Proficiency in English (speaking, reading, writing).
- 2-3 years of relevant professional experience.
- A keen interest and background in financial theory, particularly in portfolio theory, asset allocation techniques, option pricing, and asset pricing.
- Experience in credit or interest rate markets is advantageous.
- Direct experience in executing live strategies is a plus.
- Proficient programming skills and numerical problem-solving abilities; familiarity with Python, Matlab, SAS, C++, or similar languages is essential. SQL knowledge is preferred.
- Formal training in Econometrics is desirable, especially in time series econometrics, including vector autoregression, error correction models, and Kalman filtering techniques.
- Comfortable working with extensive data sets, both structured and unstructured.
- Good understanding of financial markets.
- Attributes such as ethical conduct, intellectual curiosity, collaboration, organization, flexibility, high energy, self-motivation, accountability, and humility are essential.
PIMCO is committed to equal employment opportunities and affirmative action. We recruit and hire qualified candidates without regard to race, national origin, ancestry, religion, sex, sexual orientation, gender identity, age, military status, disability, or any other factor prohibited by law. We also ensure reasonable accommodations for qualified individuals with disabilities in the job application process.
