Vice President, Quantitative Research Analyst (Pacific Investment Management Company (PIMCO) – Newport Beach, CA); Multiple positions available. Offering a salary range of $170,000 - $210,000 per year. Apply statistical, optimization and probability methods to develop asset allocation, asset pricing and asset-liability models. Perform quantitative research on asset allocation, portfolio optimization, trading signals, asset returns and valuation to support the investment decision-making process. Design, develop and improve the suite of client analytics models and applications which can be implemented broadly throughout the firm. Respond to ad-hoc client requests for data and analysis. Collaborate across functional groups to provide analyses. Write technical documents including model documentation and client-focused reports.
Requires a Master’s degree (or foreign equivalent) in Finance, Financial Engineering, Economics, Science, Engineering, or a related quantitative field. Education, training, or experience must include: Programming in Python, C, Java, or similar OOP language, and design patterns; Asset allocation techniques and concepts including portfolio theory; Financial and economic analysis and research; and Financial reporting and technical documentation execution. Experience may be gained concurrently.
Please submit resumes and transcripts to lupe.rubalcaba@pimco.com. Reference Job ID: 7829696.