Quantitative Research Analyst

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

PIMCO Portfolio Management Risk Analytics is seeking an experienced Quantitative Research Analyst with some exposure to quantamental (Quantitative + Fundamental) investing to support credit modeling and portfolio analytics.

Daily responsibilities include building and testing models to identify relative value opportunities in credit. Models would potentially incorporate broad range of data including company level accounting data, sector level fundamental metrics, macro-economic data and market data on prices, spreads and trade volumes.

Requirements:

• Master degree or higher preferably in computer science, statistics, engineering, finance, economics, econometrics, or a related field
• Minimum 1 year of experience in financial industry performing econometric/statistical modeling of credit with proven ability to build and test models using corporate fundamentals. 
• Experience in predicting returns, modeling individual sectors and companies is desirable
• Proficiency with SAS, Matlab, R, or Python programming
• Excellent analytical and quantitative skills, with strong attention to detail
• Exposure to quantamental investing is desirable
• Exposure to non-traditional data (big data) and modeling techniques (machine learning)
• Strong attention to details and ability to deliver results. Self-starter who is accountable, has low ego, and motivated by integrating with the trade floor.
• Strong verbal communication skills with ability to articulate issues and solutions to portfolio managers and developers.