PIMCO

Position Title/Short Description

Full Text of JOE Listing:

Roles are available for Ph.D.’s in the following two groups within PIMCO.

Portfolio Management Analytics
The Analytics teams develop proprietary valuation and risk models for analysis of risk premia, asset allocation, risk management and trading behavior. Candidates should be enthusiastic about implementing new ideas and are expected to be hands-on in conducting research projects. They can expect to start in either a product research group like credit, rate, mortgages, equities or work on multi-asset strategies. The role will involve collaboration with other researchers, portfolio managers, and risk managers to develop new and improve existing strategies and frameworks. Candidates’ responsibilities may include, but are not limited to, performing statistical analysis using internal and external data sources, and conduct innovative research on quantitative investment strategies, risk models, portfolio construction, and analysis of trading behavior.

Client Analytics
The client analytics team specializes in producing innovative thought leadership and client-oriented quantitative research. Some recent topics include: tail risk hedging and risk mitigation strategies, robust optimal asset allocation, the fragility of equity markets, and planning for an uncertain retirement. In addition to research, the team also develops platforms and applications to better analyze investment portfolios. The group interfaces with multiple parts of the firm, including Portfolio Management, Product Strategy, and Client Management to develop broad insight into market-wide trends and needs.

Candidates can expect to be involved in both research and client interactions. They will collaborate to write new, insightful papers and present to clients. Applicants should have a strong research background as well as excellent presentation skills

Location: Newport Beach, CA

Desired Candidates Should Possess the Following Characteristics:
• Strong interest and background in quantitative disciplines; knowledge of asset pricing, economic theory, and optimization methods preferred
• Formal training in empirical research, especially time series and panel data econometrics; experience analyzing large data sets preferred
• Proficiency in programming; MATLAB, SAS, Python, C++, preferred
• Strong analytical, problem solving, and presentation skills
• Interest in working on client-focused issues (Client Analytics specific)

Requirements
• Ph.D. candidate from a top program in quantitative disciplines; Finance, Economics, Statistics, Physics or Math preferred
• Oral and written fluency in English

To Apply
• The Application Deadline Is January 11, 2021 (11:59pm PST)