Quant Developer, Fixed Income Emerging Markets

Employer
PIMCO
Location
Newport Beach, USA
Salary
Competitive
Posted
Oct 24, 2022
Closes
Nov 15, 2022
Ref
17032815
Job Function
Banking
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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:

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.

Emerging Markets, Foreign Exchange, Interest Rates
  • You will gain a broad understanding of fixed income products in both developed and emerging markets.
  • You will collaborate with quantitative researchers and build solutions in a production environment. This job requires continuous collaboration with our emerging markets business. The role also involves the integration of our Beacon Platform and exposure to high performance computing using grid in AWS.


Position Requirements:

  • Development experience in C++ and Python (extensive knowledge of C++ such as STL, boost, design patterns- preferably with versions C++11/14) required.
  • Broad understanding of fixed income products and interest rate curves in both developed and emerging markets.
  • Experience working on integration with Beacon, SecDB, Athena, Quartz (or similar platform) and high performance computing using grid preferably with AWS.
  • MS or MA degree in Computer Science or STEM equivalent from an accredited university.
  • Demonstrated track record of building technical solutions at top tier financial services firms. Directly supporting fixed income trading is preferred.
  • Strong attention to details and results-driven with high standards. Responsible for the whole development cycle. Previous experience communicating effectively with quants will be a decided advantage for this role.
  • 2-3 years of working experience in implementation of interest rate curves, and/or financial instruments in EM and FX space required.


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 coverage
  • Life insurance and travel coverage
  • 401(k) (defined contribution) retirement savings, retirement plan, pension contribution from your first day of employment
  • Work/life programs such as parental leave and support, employee assistance plan, commuter benefits, health club discounts, and educational/CFA certification reimbursement programs
  • Community involvement opportunities with The PIMCO Foundation in each PIMCO office
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