Vice President, Quantitative Research Analyst (Pacific Investment Management Company LLC – Newport Beach, CA); Multiple positions available. Offering a salary range of $195,000 - $235,000 per year. Design, develop and improve the suite of client analytics models and applications and ensure that they are scalable, and cloud enabled. Contribute to highly customized asset allocation and portfolio construction studies for key clients. Support innovative research in asset allocation, portfolio optimization, trading signals, asset returns and valuation and continuously come up with new insights to improve the quantitative models that the team produces, datasets it ingests and the applications it delivers. Build and test models for return prediction and put them in production. Use advanced prompt engineering techniques with guardrails to make sure that the applications are fault tolerant. Use all the various sub domains of NLP, including topic analysis, sentiment analysis, semantic similarity, and named entity recognition to come up with trading insights. Position based in Newport Beach, CA; telecommuting permitted up to one day per week.
Requires a Bachelor’s degree (or foreign equivalent) in Mathematics, Computer Science or a related field and 5 years of experience with large financial applications and systems. Must have 5 years of experience in each of the following: Programming languages, including Python; Object-Oriented Programming and Design Patterns to architect big software systems; Machine Learning frameworks and related libraries, including Pandas, Scikit, Keras, or Pytorch; Natural Language Programming domains and subdomains, such as Semantic Search, Sentiment Analysis, Named Entity Resolution, Part of Speech Tagging, Large Language Models, or Prompt Engineering; and, Finance theory, including portfolio theory, option pricing, and asset pricing. Experience may be gained concurrently. Position based in Newport Beach, CA; telecommuting permitted up to one day per week.
Please submit resumes to [email protected]. Reference Job ID: 7914063.