Vice President, Quantitative Research Analyst

$180,000 - $220,000/Yr

PIMCO - Newport Beach, CA

Full-time - Senior

Newport Beach, CA

Management of Companies and Enterprises

About the position

The Vice President, Quantitative Research Analyst at PIMCO is responsible for analyzing asset-backed structured products, derivatives, and alternative investments across the U.S. and Europe. This role involves conducting both fundamental and quantitative analysis, focusing on various asset classes, particularly in the context of performing and non-performing loans. The analyst will develop and test quantitative models, analyze large datasets, and work closely with teams to value and price complex financial transactions.

Responsibilities

• Analyze asset-backed structured products securities, derivatives, and alternative investments for U.S. and Europe.
• Conduct fundamental and quantitative analysis, including relative valuation across capital structures and asset classes.
• Focus on performing and non-performing loans in residential, commercial, and consumer credit asset classes.
• Develop and test quantitative models and analytical tools.
• Collect and analyze large data sets.
• Analyze investments in special situations/specialty finance and other non-conventional assets.
• Collaborate with the public structured products team and specialty finance to value and price complex transactions.
• Develop new pricing and risk models by building bespoke programming code/libraries.

Requirements

• PhD (or foreign equivalent) in Mathematics, Statistics, Engineering, or a related field.
• In lieu of a PhD, a Master's degree (or foreign equivalent) in Mathematics, Statistics, Engineering or a related field and 3 years of experience in designing, coding, and implementing pricing and valuation frameworks.
• 3 years of experience in structured finance/credit, credit derivatives, and CDO/CLOs.
• 3 years of experience in equities, FX, rates, and credit.
• 3 years of experience in corporate finance and consumer credit.
• Proficiency in scripting languages, such as Python, Slang or similar.
• Experience with object-oriented languages, including C++, C, or C#.

Benefits

• Competitive salary range of $180,000 to $220,000 per year.