PIMCO

PM, Quantitative Strategist, Alternatives

Posted on: 1 Oct 2021

Newport Beach, CA

Job Description

Position Description:

We are seeking a senior quantitative strategist to join the Alternative Investment team in our Newport Beach office. The alternatives business at PIMCO continues to expand fund offerings and remains a key growth area for the firm.  The team covers asset-backed structured products and PE investments for US and Europe, and focuses on fundamental and relative valuation across capital structures and asset classes, with a focus on performing, non/re-performing loans in residential, commercial and consumer credit asset classes.

You will be responsible for analyzing private investments in among other things, special situations / specialty finance, and other non-conventional assets. You will work alongside the deal-team in valuing and pricing complex transactions in banking, asset servicing, insurance / re-insurance and lending markets.  As well, you will analyze investment opportunities and contribute to the firm’s analytical infrastructure by means of developing new pricing models and programming code/libraries.

Position Requirements:

·         Advanced degree in a quantitative discipline such as mathematics, science, engineering, statistics, or physics

·         Minimum 10 years of experience in the financial industry (sell-side) with experience designing, coding, and implementing pricing/valuation frameworks

·         Strong quantitative analytical skills

·         Experience with structured finance/credit, credit derivatives and CDO/CLOs, strong knowledge of corporate finance, and some experience with consumer credit

·         Strong programming skills and numerical problem solving techniques, proficiency with scripting languages (Python or Slang) and object oriented languages (C++, C, or C#)

·         Working knowledge of Linux/UNIX shell scripts and SQL

·         Strong 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

Ethical, collaborative, organized, flexible, and high energy

PIMCO

Newport Beach, CA

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 $1.84 trillion in assets for clients around the world.  PIMCO has over 2,700 employees in 17 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.