Quantitative Research Analyst

$187,000 - $265,000/Yr

PIMCO - New York, NY

posted about 2 months ago

Full-time - Senior
New York, NY
Management of Companies and Enterprises

About the position

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 nontraditional solutions for companies that need financing and investors who seek strong risk-adjusted returns. Since 1971, our people have shaped our organization through a high-performance inclusive culture, in which we celebrate diverse thinking. We invest in our people and strive to imprint our CORE values of Collaboration, Openness, Responsibility and Excellence. We believe each of us is here to help others succeed and this has led to PIMCO being recognized as an innovator, industry thought leader and trusted advisor to our clients. We are seeking a senior Quantitative Developer to join our Portfolio Management Analytics team in Newport Beach, CA. The team is responsible for the development and enhancement of our analytics platform which provides pre-trade and risk valuations across the entire fixed income universe. You will be responsible for large scale software architecture, development and production releases mainly in C++ whilst having extensive exposure to high performance computing, cloud computing, messaging and caching. Our ideal candidate will be passionate about innovation in latest computing techniques as well as ensuring robustness in system and production releases. This is a fully hands-on job in a highly productive environment which requires both meticulous attention to detail and rapid coding development.

Responsibilities

  • Develop and enhance the analytics platform for pre-trade and risk valuations across the fixed income universe.
  • Manage large scale software architecture and development in C++.
  • Oversee production releases and ensure robustness in system performance.
  • Utilize high performance computing, cloud computing, messaging, and caching techniques.
  • Collaborate with team members to innovate and implement the latest computing techniques.

Requirements

  • Master's degree in Computer Science or a hard science/engineering discipline.
  • 5-10 years of professional experience with large-scale analytics systems at top-tier financial firms.
  • Extensive programming skills in C++ (STL, boost, design pattern, modern C++).
  • Experience with integration across multiple languages, such as boost-python.
  • Results-driven with a strong attention to detail and high-quality standards.
  • Ability to lead enhancements across code base, processes, and applications.
  • Adaptive and capable of quickly comprehending requirements and translating them into software and systems.

Nice-to-haves

  • Graduation from a top school is preferred.
  • Direct experience working with fixed income trading systems.

Benefits

  • Base salary determined by core job responsibilities, relevant experience, internal level, and market factors.
  • Discretionary bonus based on company, business, team, and individual performance.
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