Quantitative Research Analyst

$160,000 - $200,000/Yr

PIMCO - Newport Beach, CA

Full-time - Entry Level

Newport Beach, CA

Management of Companies and Enterprises

About the position

The Quantitative Research Analyst at PIMCO plays a crucial role in supporting investment decisions through quantitative analysis. This position involves collaborating with Portfolio Managers to apply quantitative tools and models across various asset classes, focusing on risk analytics, valuation models, and portfolio construction processes. The analyst will conduct econometric analyses, build empirical models, and analyze transaction data to enhance trade execution.

Responsibilities

• Collaborate with Portfolio Managers to apply quantitative tools and models to the investment process.
• Work on risk analytics and valuation models across various asset classes.
• Perform econometric analyses of historic returns and build empirical valuation data models.
• Apply macroeconomic research to investment strategies.
• Analyze large sets of transaction data to improve trade execution.

Requirements

• Master's degree (or foreign equivalent) in Computational Engineering, Financial Engineering, Mathematics, or a related quantitative field.
• 1 year of experience in quantitative analysis.
• 1 year of experience in finance theory, including portfolio theory, asset allocation techniques, option pricing, and asset pricing.
• 1 year of experience with Python, Matlab, SAS, or C++; building valuation models; analyzing large sets of transaction data; risk analysis and valuation models; and end-to-end quantitative analytics.

Benefits

• Competitive salary range of $160,000 to $200,000 per year.