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Roles are available for Ph.D.'s in the following two groups within PIMCO. 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. Location: Newport Beach, CA Career Development, Training and Mentoring Every new Investment Professional begins their career with a rigorous formal training program in our Newport Beach headquarters. PIMCO Fundamentals will provide you with the skills, knowledge and relationships that will prepare you to succeed - whatever your role in the firm. Your informal training will continue throughout your career at PIMCO - everyday, in a perpetual learning environment. In addition, you will be teamed with a seasoned professional(s) who offers guidance and mentorship through the early stages of your career.
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
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, 2018.
A bachelor's degree focusing in Finance, Economics, or other technical degree is preferred.
Fluent in English.
THE APPLICATION DEADLINE IS DECEMBER 15, 2017 (11:59pm PST)
Please note if you have applied through the ASSA Conference JOE system you do NOT need to apply via this portal.
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.