Systematic Quantitative Researcher

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Job description

General Information Ref #: 25385 Functional Area: Portfolio Management Employee Type: Other Location: Newport Beach Education Required: Doctorate Degree Date published: 29-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: PIMCO has relied on quant strategies combined with fundamental analysis to drive alpha in fixed income for three decades. That success led us to expand our quant capabilities to currencies, commodities and equities over the last 15 years. Today, we are looking for the best minds to help us build on our expansive quant capabilities and break ground on exciting new initiatives.We are expanding the quantitative research team! In this position you will be responsible for researching, developing and managing systematic trading strategies across asset classes. Here you will collaborate with some of the best minds across a range of disciplines, conduct empirical data analysis that can be tested and applied, and help to design and build a host of new quant initiatives. PIMCO incorporates macroeconomic factors in our quantitative research, providing a unique opportunity for economists. Additionally, our global reach across a myriad of markets provide opportunity for both intellectual and professional growth. We are looking for high-performing PhD, masters and undergraduate talent in fields such as economics, finance, science or mathematics. Position Requirements: RESPONSIBILITIESIdea generation for novel systematic trading modelsDiscovering, evaluating, and utilizing alternative/new data sourcesWorking collaboratively with technologists, traders and other researchers to build robust systematic trading strategiesWorking across asset classes (equities, futures, FX, etc.) and investment horizons from minutes to months or years.Portfolio construction and optimization in the presence of real-world constraints.Analysis of model performance, TCA, risk managementFor more senior candidates:Extensive client contact with prospective and existing clients, including product pitches and client educationREQUIREMENTSPhD or Master's degree in a quantitative field; ideally mathematics, physics, engineering or computer science.Solid understanding of probability and statistics (e.g. machine-learning, time-series analysis, pattern recognition, NLP)Ability to work with unstructured real-world dataProgramming experience, ideally Python (but R and Matlab also acceptable) and proficiency in statistical packages Independent research experienceExperience of using quantitative techniques in solving highly complex data intensive problemsAbility to handle multiple tasks and thrive in a fast-paced team environmentExcellent analytical skills, with strong attention to detailStrong written and verbal communication skillsFor more senior candidates:Proven ability to take investment-related research from idea origination to implementation.Evidence of ability to create alpha through deployment of quantitative systematic strategies. 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