Quantitative Research Analyst

PIMCO - New York, NY

Full-time - Senior

New York, NY

Management of Companies and Enterprises

About the position

PIMCO is seeking a senior Quantitative Developer to join our Portfolio Management Analytics team in Newport Beach, CA. This 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. The successful candidate will be tasked with large-scale software architecture, development, and production releases primarily in C++. This role requires extensive exposure to high-performance computing, cloud computing, messaging, and caching. We are looking for someone who is passionate about innovation in the latest computing techniques while ensuring robustness in system and production releases. This is a fully hands-on position in a highly productive environment that demands meticulous attention to detail and rapid coding development.

Responsibilities

• Develop and enhance the analytics platform for pre-trade and risk valuations across fixed income markets.
• Design and implement large-scale software architecture primarily in C++.
• Manage production releases and ensure system robustness.
• Collaborate with the Portfolio Management Analytics team to innovate and improve computing techniques.
• Integrate multi-language programming, particularly with boost-python.

Requirements

• Master's degree in Computer Science or a hard science/engineering field with a strong background in C++ development.
• 5-10 years of professional experience with large-scale analytics systems at top-tier financial firms.
• Experience working directly with fixed income trading systems is preferred.
• Extensive programming skills in C++ (STL, boost, design patterns, modern C++).
• Ability to lead enhancements across code base, processes, and applications with a focus on quality standards.
• Adaptive and capable of quickly comprehending requirements and translating them into software and systems.

Benefits

• Competitive base salary ranging from $187,000.00 to $265,000.00.
• Discretionary bonus based on performance.
• Total compensation approach that includes base salary and performance bonuses.