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Company Overview: PIMCO is a global investment management firm with a singular focus on preserving and enhancing investors' assets. We manage investments for institutions and financial advisors. The institutions we serve include corporations, central banks, universities, endowments and foundations, and public and private pension and retirement plans. We also serve investment advisors who assist their clients with personal financial goals, from preparing for retirement to funding higher education. Client Analytics Team Overview: 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 often 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. Responsibilities We are seeking a Quantitative Research Analyst based in Newport Beach to assist our efforts in building out our Quantitative Solutions efforts for the global Insurance client channel, with a particular focus in the US.
The team's key mandates can be summarized as follows: 1. Leverage PIMCO's investment management infrastructure: Deploy PIMCO's technology, views, and intellectual capital to help clients (CIOs, CEOs, Boards) with the macro issues of investment management, such as asset allocation and risk management. 2. Generate thought leadership: Build models and generate intellectual capital for PIMCO's Solutions activities. 3. Deliver (and present) customized analyses to clients and prospects: Become a trusted investment advisor to help PIMCO win mandates across products and asset classes.
Advanced degree required in math, engineering, statistics or related field
Minimum 3 years of direct experience in quantitative role in either a financial institution or an Insurance company
Prior experience in dealing with financial institutions is a plus
Strong quantitative background
Global experience a plus
Experience in Matlab, Python, and SQL required
Good general investment knowledge across asset classes and in particular securitized products (MBS, ABS, CLO etc)
Knowledge of Insurance ALM Modelling, and Risk Based Capital would be plus
Strong production and results orientation and an ability to manage multiple agendas concurrently
Proven ability navigating within a global organization and building relationships with global internal stakeholders
Strong communication skills and business acumen
Proactive, well organized, high-energy self-starter who works well in a team
Able to work effectively and professionally with colleagues of all levels, across multiple geographies
We are an Equal Opportunity Employer and do not discriminate against any employee or applicant for employment because of race, color, sex, age, national origin, religion, sexual orientation, gender identity, status as a veteran, and basis of disability or any other federal, state or local protected class.