JOE Listings (Job Openings for Economists)

August 1, 2017 - January 31, 2018

PIMCO

This listing is inactive.
2018 Full-Time Ph.D. Opportunities

JOE ID Number: 2017-02_111459606
Date Posted: 12/01/2017
Date Inactive: 01/31/2018
Position Title/Short Description
Title: 2018 Full-Time Ph.D. Opportunities
Section: Full-Time Nonacademic
Location: Newport Beach, California, UNITED STATES
JEL Classifications:
E -- Macroeconomics and Monetary Economics
G -- Financial Economics
Salary Range: competitive
Full Text of JOE Listing:

Portfolio Management Analytics
The Analytics teams works closely with Portfolio Management in developing valuation and risk models to help in both the bottom up and top down investment process. Analytics professionals also develop frameworks for Asset Allocation for institutional clients and work closely with various investment and client facing groups to identify research issues and implement solutions. Analysts can expect to start in either a product research group like credit, rate, mortgages, equities or work on Portfolio level problems in Portfolio Analytics or Client Analytics. Strong empirical skills and prior research in asset pricing is desirable.

Client Analytics
Client Analytics is a team of financial engineers who focus primarily on client portfolio and asset management issues from a largely quantitative perspective. The team’s mandate is broad in nature and, as such, Client Analytics team members act generalists, working on projects that span a wide array of client-focused topics. The group interfaces with multiple parts of the firm, including Portfolio Management, Product Management, and Account Management.


Desired Candidates Should Possess the Following Characteristics:
• Strong interest and background in macroeconomics (especially business cycle theory and monetary policy)
• Strong interest and background in finance theory (especially asset pricing theories)
• Programming skills and numerical problem solving techniques (training and experience with Matlab, SAS, C++, Python or other related language)
• Formal training in econometrics and empirical work (especially time series econometrics such as vector auto regression, error correction models, Kalman filtering techniques, etc.)
• Strong communication and writing skills (Client Analytics specific)
• Interest in working on client-focused issues (Client Analytics specific)
• Macroeconomic model building and projection method
• Asset allocation techniques and concepts (portfolio theory)
• Special projects/in-depth explanation/analysis of research topics in finance and economics

Requirements
• Currently pursuing Ph.D. in finance, economics or another technically demanding program such as theoretical physics or math, and scheduled for completion prior to August, 2018.
• Fluent in English.

To Apply
• The Application Deadline is DECEMBER 15, 2017 (11:59pm PST)
• Submit your resume and cover letter through The JOE System. Some interviews will be schedule at the ASSA Annual Conference Jan 4-8, 2018 in Philadelphia, PA.

Further details about program and role can be found at www.pimco.com/careers under job ID: 16890

Application Requirements:
  • Job Market Paper
  • CV
  • Cover Letter
Application deadline: 12/15/2017
  • Application Deadline Has Passed