Quantitative Research Rates Analyst

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Job description

General Information Ref #: 25670 Functional Area: Analytics Employee Type: Full Time Location: Newport Beach Experienced Required: Please See Below Education Required: Bachelors Degree Job Posting Shift: 1st Relocation Provided: Yes Date published: 28-Oct-2020 About Us: 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 $2.2 trillion in assets for clients around the world. PIMCO has over 3,070 employees in 22 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 an experienced Quantitative Research Analyst to join the Portfolio Rates Analytics team based in Newport Beach. This position will help advance the global development of PIMCO's interest rate analytics while improving the ability of the group to serve portfolio managers globally. In this role, you will support portfolio managers of linear and non-linear interest rate (IR) products by providing enhancements of PIMCO's libraries for interest rate product pricing and risk management. Its a wonderful opportunity to be exposed to a culture of performance at a leading investment manager. The ideal candidate will possess strong mathematical modeling and programming skills. As well, he/she will have the ability to communicate complicated technical issues clearly with senior management and portfolio managers. Position Requirements: Master's degree in a quantitative discipline such as mathematics, financial engineering, econometrics, or physicsStrong modeling experience in areas like FX modeling, interest rate curve building, option theory, stochastic differential equations, optimizations and term structure modeling3 years of minimum experience in the financial industry (sell side) with a solid understanding of valuing and pricing FX, Interest Rate Futures, Swaps, Swaptions, Caps & Floors, CMS and MCO/FVA contractsStrong programming skills and numerical problem solving techniques; proficiency with C++, Python, SQL, and excel skillsFamiliarity with non-USD interest rate markets is very useful, particular with regards to the G10 currenciesStrong attention to details and ability to deliver results. Self-starter who is accountable, low ego, and motivated by integrating with the trade floor.Able to articulate issues and explain herself/himself to portfolio managers and developers.Ability to multitask in a fast pacing environment.Ethical, collaborative, organized, flexible, and high energy Benefits: PIMCO is committed to offering a comprehensive portfolio of employee benefits designed to support the health and well-being of you and your family. Benefits vary by location but may include:Medical, dental, and vision coverageLife insurance and travel coverage401(k) (defined contribution) retirement savings, retirement plan, pension contribution from your first day of employmentWork/life programs such as flexible work arrangements, parental leave and support, employee assistance plan, commuter benefits, health club discounts, and educational/CFA certification reimbursement programsCommunity involvement opportunities with The PIMCO Foundation in each PIMCO office < Back to search results