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Quantitative Research Analyst – Execution Research Job Opening In Newport Beach – Now Hiring PIMCO


Job description

RESPONSIBILITIES

  • Development, analysis and optimization of execution models and systematic trading strategies in fixed income with a focus on linear rates and liquid markets
  • Execution monitoring and alpha - buildout and evolve our library of execution algorithms, monitoring of execution strategies whilst proactively providing enhancements
  • Rates alpha research - conduct and lead new alpha research in addition to enhancing our suite of existing alpha strategies
  • Development of statistical models and machine learning frameworks for evaluation of execution methods, algorithms and customized TCA (transaction cost analysis)
  • Proactively co-ordinate with partners in Quant and Technology to enable seamless implementation and technical support
  • Communicate and work closely with Portfolio Managers and Traders to ensure ideas are sharpened and implemented in an efficient manner
  • REQUIREMENTS

  • Master’s degree in a quantitative discipline (mathematics, engineering, econometrics, physics)
  • 3+ years of experience in a quantitative analytics role within a trading environment preferably at a bank (Automated Market Making / Algo Analytics / eTrading) or hedge fund / asset manager focused on development of execution and systematic strategies sensitive to transaction costs, with a focus on rates and related liquid markets
  • Strong programming skills and numerical problem-solving techniques; proficiency with Python with a preference for experience with high frequency data, kdb+/Q and modern development stack
  • Excellent analytical and quantitative skills, with strong attention to detail
  • Experience applying Data Science and Machine Learning techniques to solve complex data intensive problems.
  • Self-starter, willing to lead by doing
  • Ethical, collaborative, organized, flexible, high energy, self-starter, accountable, humble
  • BENEFITS

  • PIMCO is committed to offering a comprehensive portfolio of employee benefits designed to support the health and wellbeing of you and your family.

    These benefits include medical, dental and vision coverage from your first day of employment.
  • 401k Savings and Retirement Plan
  • Work/Life Programs such as Flexible Work Arrangements, Parental Leave & Support, Employee Assistance Plan, and Educational/CFA Certification Reimbursement Programs.
  • Community involvement opportunities with The PIMCO Foundation in each PIMCO office.
  • PIMCO follows a total compensation approach when rewarding employees which includes a base salary and a discretionary bonus.

    Base salary is the fixed component of compensation that is determined by core job responsibilities, relevant experience, internal level, and market factors.

    The discretionary bonus is used to award performance and therefore is determined by company, business, team, and individual performance.
    Salary Range: $ 205,000.00 - $ 305,000.00

    Required Skill Profession

    Mathematical Science Occupations


    • Job Details

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    Unlock Your Quantitative Research Potential: Insight & Career Growth Guide


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    The Work Culture

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