Quantitative Developer, Analytics Platform

Key Skills

Java Programming, Python Programming, C++, C Programming, SQL, Cloud computing, Scala Programming, Machine learning techniques, Data science techniques, MATLAB Programming, PyTorch, TensorFlow, R Programming

Job Description

We are strengthening our analytics effort in a number of key areas at the firm including securitized products, emerging markets, foreign exchange and rates. We are seeking several quantitative developers who can work on projects ranging from implementation of prepayment, credit, stochastic interest rate models and gain broad exposure to an array of financial instruments. For any of these teams, it's a fantastic opportunity to gain exposure a sophisticated analytics platform for fixed income products in a high-performance computing environment in cloud.

Analytics Platform:

• Team seeks quantitative developers to enhance our firm-wide analytics platform which provides pre-trade and risk valuations across entire fixed income universe.
• You will be part of a team responsible for building out or analytics capabilities and working in a highly parallelized, highly performant advanced computing infrastructure which includes cloud computing, messaging, caching, complex database challenges and file systems.
• You will build enhancements to existing systems and be directly responsible for a complex technical environment that enables PIMCO to make intelligent investment decisions in fixed income. 

Requirements:

• Minimum Master’s degree in computer science, mathematics or other STEM-related degree. Graduation from a top school in CS or Math is preferred.
• 3-7 years of working experience with large-scale analytics system in top-tier financial services firms. Directly working with fixed income trading system is preferred.
• Extensive programming skill in C++ (STL, boost, design pattern, and C++11/14), and experience in Python programming as well.
• Strong attention to detail and result-driven approach.
• Responsible for wide range of code base, processes, and applications.
• Ability to quickly grasp domain-specific knowledge and apply state-of-the-art techniques to solve for business needs.
• Experience working on integration with Beacon, SecDB, Athena, Quartz (or similar platform) and high performance computing using grid preferably with AWS would be advantageous for this role.