Quantitative Research Analyst – Portfolio Implementation
AI summary of the role
Senior quantitative researcher to drive systematic alpha and portfolio construction within PIMCO's Portfolio Implementation team, focusing on credit markets.
No longer in the current catalog. Last included 2026-09-09. Check the employer’s posting for availability.
What you’ll do
- Work closely with portfolio managers on portfolio construction
- Develop new signals for alpha generation in Credit and other related asset classes
- Implement quantitative signals and techniques in portfolios alongside PM and trading functions
- Leverage quantitative frameworks blending systematic alpha signals and portfolio construction techniques
What you’ll bring
- Masters or PhD in computer science, statistics, engineering, finance, economics, econometrics, or related field
- Minimum 7 years financial industry experience performing econometric/statistical modeling of credit
- Proven ability to build and test models using corporate fundamentals
- Proficiency with Python programming
Technologies
Python · machine learning · econometric modeling · statistical modeling · portfolio construction · alpha generation · credit modeling
About PIMCO
Global active fixed-income manager serving institutional and wealth investors across public markets, private credit, real estate, ETFs, and custom portfolio solutions.
Acquired · 2000–5000 people
Source and classification
Internal deployment & tooling · Evidence for this classification:
thought leader and trusted advisor to our clients. JOB DESCRIPTION PIMCO has relied on quantitative strategies and intellectual rigor to drive alpha in fixed income markets for over 30 years. We are seeking an experienced Quantitative Research Analyst to continue to build upon our expansive quantitative capabilities and help drive new initiatives in our Portfolio Management - Implementation team. The ideal candidate will have experience in systematic investing especially in Credit and be excited at the prospect of deploying the latest quantitative techniques and financial theory across our business bringing efficiency, consistency and scale. The role will look to leverage quantitative frameworks, blending best practices of incorporating systematic alpha signals & portfolio construction techniques into PIMCO’s investment process. Daily responsibilities include working closely with
More from the job description
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. JOB DESCRIPTION PIMCO has relied on quantitative strategies and intellectual rigor to drive alpha in fixed income markets for over 30 years. We are seeking an experienced Quantitative Research Analyst to continue to build upon our expansive quantitative capabilities and help drive new initiatives in our Portfolio Management - Implementation team. The ideal candidate will have experience in systematic investing especially in Credit and be excited a [... source excerpt omitted ...] to leverage quantitative frameworks, blending best practices of incorporating systematic alpha signals & portfolio construction techniques into PIMCO’s investment process. Daily responsibilities include working closely with portfolio managers on portfolio construction, developing new signals for alpha generation in Credit and other related asset classes. The role provides opportunities to work with PIMCO’s world class PM and trading functions to implement these signals and techniques in portfolios. REQUIREMENTS Masters or PhD Degree in computer science, statistics, engineering, finance, economics, econometrics, or a related field Minimum 7 years of experience in financial industr [... source excerpt omitted ...] nsation approach when rewarding employees which includes a base salary and a discretionary bonus. Base salary is the fixed component of compensation that is determined by core job responsibilities, relevant experience, internal level, and market factors. The discretionary bonus is used to award performance and therefore is determined by company, business, team, and individual performance. Salary Range: $ 205,000.00 - $ 305,000.00 Equal Employment Opportunity and Affirmative Action Statement PIMCO recruits and hires qualified candidates without regard to race, national origin, ancestry, religion (including religious dress and grooming practices), sex (including pregnancy, childbirth
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