VP, Quantitative Research Analyst (Newport Beach)

VP, Quantitative Research Analyst

Apply locations: Newport Beach, CA, USA
Time type: Full time
Posted on: Posted 30+ Days Ago
Job requisition id: R103695

PIMCO is a global leader in active fixed income with expertise across public and private markets. We invest our clients’ capital across a range of fixed income and credit opportunities, leveraging 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 needing financing and investors seeking strong risk-adjusted returns.

Since 1971, our people have shaped our organization through a high-performance, inclusive culture that celebrates diverse thinking. We invest in our people and uphold our CORE values of Collaboration, Openness, Responsibility, and Excellence. We believe each of us is here to help others succeed, which has led to PIMCO being recognized as an innovator, industry thought leader, and trusted advisor to our clients.

Job Description

We are seeking an experienced Quantitative Strategist to join our Alternatives Investment team in Newport Beach. Our Alternatives business continues to expand fund offerings and remains a key driver of growth for the firm, investing in asset-backed structured products and private equity across the US and Europe. These funds focus on fundamental and relative valuation across capital structures and asset classes, with an emphasis on performing and non/re-performing loans in residential, commercial, and consumer credit asset classes.

This role provides the platform to partner with an industry-leading deal team in valuing and pricing complex transactions in banking, asset servicing, insurance/re-insurance, and lending markets. You will analyze private investment opportunities in special situations, specialty finance, and other non-conventional assets, while contributing to the firm’s analytical infrastructure through developing new pricing models and programming code/libraries.

Our ideal candidate will have a proven track record of partnering with the front office to deploy quantitative techniques analyzing structured finance/credit, credit derivatives, and CDO/CLO opportunities, and will be excited to work on some of the most complex deals/structures in the industry.

Requirements

1. Advanced degree in a quantitative discipline such as mathematics, science, engineering, statistics, or physics
2. Strong quantitative skills, specifically in financial mathematics, probability, and statistics, ideally applied to valuation and pricing models
3. 4+ years of front office quantitative experience at a top sell-side or buy-side firm
4. Experience with structured finance/credit, credit derivatives, and CDO/CLOs, with strong knowledge of corporate finance and some experience with consumer credit
5. Strong programming skills and numerical problem-solving techniques, proficiency with scripting languages (Python or Slang)
6. Preference for 4+ years of Python development experience in a professional capacity / deep knowledge of Python 3.6+
7. Strong attention to detail and ability to deliver results; a self-starter who is accountable, low ego, and motivated by integrating with the trade floor
8. Ability to articulate issues clearly to portfolio managers and developers
9. Ethical, collaborative, organized, flexible, and high energy

PIMCO offers a total compensation approach, including a base salary and a discretionary bonus. The salary range is $205,000 to $240,000.

EEO and Accommodation Statements

PIMCO is an equal employment opportunity and affirmative action employer committed to diversity and inclusion. We provide reasonable accommodations for qualified individuals with disabilities and veterans. For assistance with the application process, contact us at 949-720-7744.

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