Asset Backed Quantitative Analyst
We are PIMCO, a leading global asset management firm. We manage investments and develop solutions across the full spectrum of asset classes, strategies and vehicles: fixed income, equities, commodities, asset allocation, ETFs, hedge funds and private equity. PIMCO is one of the largest investment managers, actively managing more than $1.88 trillion in assets for clients around the world. PIMCO has over 2,800 employees in 17 offices globally. PIMCO is recognized as an innovator, industry thought leader and trusted advisor to our clients.
PIMCO is one of the world's premier fixed income investment managers with thousands of professionals around the world united in a single purpose: creating opportunities for our clients in every environment. Since 1971, we have brought innovation and expertise to our partnership with the institutions, financial advisors and millions of individual investors who entrust us with their assets. We aspire to cultivate performance and leadership through empowering our people, diversity of thought, and a commitment to an inclusive culture that engages in our global communities. Position Description:
We are seeking a trading desk strategist to join the team in our Newport Beach office. The team covers asset-backed structured products and PE investments for US and Europe, and focuses on fundamental and relative valuation across capital structures and asset classes, with a focus on performing, non/re-performing loans in residential, commercial and consumer credit asset classes. The strategist's main focus will be in valuing opportunities in the commercial real-estate debt space but role will also extend to analyzing loans, securities and credit derivatives. He/she will write code and improve valuation-pricing models while working closely with our analysts and portfolio managers. Position Requirements:
• Minimum of 3-5 years of experience on the sell-side (or top buy-side firm) in a quantitative role
• Bachelor degree required from top school (advanced degree preferred) in technical field: science/engineering or mathematics
• Experience designing, coding, and implementing pricing/valuation frameworks.
• Programming skills in scripting language such as Python (or Slang a plus) or object oriented language such as C++/C#. Working knowledge of Linux/UNIX Shell Scripts and SQL.
• Strong quant/analytical skills. Familiarity with asset-backed structured products and Intex. Benefits:
PIMCO is committed to offering a comprehensive portfolio of employee benefits designed to support the health and wellbeing of you and your family. Benefits vary by location but may include:
- Medical, dental, and vision coverage
- Life insurance and travel coverage
- 401(k) (defined contribution) retirement savings, retirement plan, pension contribution from your first day of employment
- Work/life programs such as flexible work arrangements, parental leave and support, employee assistance plan, commuter benefits, health club discounts, and educational/CFA certification reimbursement programs
- Community involvement opportunities with The PIMCO Foundation in each PIMCO office