Quantitative Strategist for Structured Finance and Credit Opportunities

15 hours ago


Newport Beach, California, United States PIMCO Full time
About PIMCO

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 non-traditional solutions for companies that need financing and investors who seek strong risk-adjusted returns.

Job Overview

We are seeking an experienced Quantitative Strategist to join our Alternatives Investment team in Newport Beach. This role offers the platform to partner with an industry-leading deal team in valuing and pricing complex transactions in banking, asset servicing, insurance/re-insurance, and lending markets.

Key Responsibilities
  • Analyze private investment opportunities in special situations, specialty finance, and other non-conventional assets
  • Contribute to the firm's analytical infrastructure through the development of new pricing models and programming code/libraries
  • Partner with the front office in deploying quantitative techniques to analyze structured finance/credit, credit derivatives, and CDO/CLO opportunities
Requirements
  • Advanced degree in a quantitative discipline such as mathematics, science, engineering, statistics, or physics
  • Strong quantitative skills, specifically financial mathematics, probability, statistics ideally applied to valuation-pricing models
  • 4+ years of front office quant experience at a top sell or buy side firm
  • Experience with structured finance/credit, credit derivatives, and CDO/CLOs, strong knowledge of corporate finance, and some experience with consumer credit
  • Strong programming skills and numerical problem-solving techniques, proficiency with scripting languages (Python or Slang)
Salary and Benefits

The estimated salary range for this position is $205,000.00 - $240,000.00 per year, depending on experience and qualifications. PIMCO provides a comprehensive compensation package, including a base salary, discretionary bonus, and total rewards program.

EEO and Affirmative Action Statement

PIMCO is an Equal Employment Opportunity/Affirmative Action employer and welcomes applications from diverse candidates. We provide reasonable accommodations for qualified individuals with disabilities and invite applicants to contact us if they require assistance during the application process.



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