PIMCO

Position Title/Short Description

Full Text of JOE Listing:

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 is a team of quantitative research analysts that focus primarily on client portfolio and asset management issues from a quantitative perspective. The team’s mandate is broad in nature and covers a wide array of topics in portfolio diagnostics, portfolio optimization, macro insights, asset class insights, and client directed research and thought leadership. The group interfaces with multiple parts of the firm, including Portfolio Management, Product Management, and Account Management.

Location: Newport Beach, CA

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)

Knowledge of the Following Areas is Furthermore Desirable:
• 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
• Qualified candidates must be in the process of attaining a Ph.D. in finance, economics or another technically demanding program such as theoretical physics or math, and scheduled for completion prior to August, 2019.
• A bachelor’s degree focusing in Finance, Economics, or other technical degree is preferred.
• Fluent in English.