Quantitative Research Analyst – Client Analytics

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 Client Solutions & Analytics is a team of Quantitative Research Analysts that focus primarily on client portfolio and asset management issues from a quantitative perspective. The team’s mandate is broad in nature and covers a wide array of topics in portfolio diagnostics, portfolio optimization, macro insights, asset class insights, and client directed research and thought leadership. The group collaborates with multiple parts of th [... source excerpt omitted ...] pieces by working very closely with the team’s senior leadership; and third, they work alongside the team’s solution strategists to deliver high quality analytical studies to our clients. All three factors contribute directly to CS&A becoming a trusted advisor to PIMCO’s top clients. Location: Newport Beach, CA RESPONSIBILITIES Designing, developing, and improving the suite of client analytics models and applications Collaborating with core Technology at PIMCO to ensure the client analytics applications are scalable, cloud-enabled, and client facing within PIMCO’s digital ecosystem. Contributing to highly customized asset allocation and portfolio construction studies for [... source excerpt omitted ...] ith new insights to improve the quant models that the team produces, datasets it ingests, and applications it delivers. Mentorship of junior quants and technologists in the team REQUIREMENTS Quantitative Master’s degree (financial engineering or other quantitative discipline) 0-3 years of relevant work experience Formal training and strong interest in some of the following areas: Finance theory (especially portfolio theory, option pricing, and asset pricing), Statistics, and Data Science Excellent programming skills in Python Experience implementing or working on large financial applications and systems Good exposure to and knowledge of financial markets Effective communicat