Quantitative Developer, Analytics Platform

Employer
PIMCO
Location
Newport Beach, USA
Salary
Competitive
Posted
Nov 15, 2022
Closes
Dec 15, 2022
Ref
17032811
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.

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.


Position 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.


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