Quantitative Research Analyst, Client Analytics

  • Competitive
  • Newport Beach, CA, USA
  • Permanent, Full time
  • Pimco
  • 20 Oct 17 2017-10-20

Quantitative Research Analyst, Client Analytics

Position Description

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 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.

Position Development Value

  • Opportunity to have a significant impact on clients and the firm's business development
  • Opportunity to learn state-of-the-art asset management and asset pricing techniques
  • Extensive exposure to industry experts throughout the firm
  • A broad range of opportunities to collaborate with talented and focused colleagues
Daily Responsibilities
  • Working on asset allocation, asset pricing and asset-liability management problems for clients.
  • Developing new models which can be scaled broadly throughout the firm
  • Responding to ad-hoc client requests for data or analysis
  • Improving existing models and infrastructure
  • Collaborate across functional groups in order to provide analyses in a timely, efficient manner
  • Write technical documents including model documentation and client-focused thought pieces

Position Requirements

  • Strong academic background from a leading, accredited college or university
  • Technically-oriented degree (Economics, Mathematics, Physics), with a minimum of 1-3 years experience
  • Minimum of Master's degree, with preference for a PhD
  • Strong familiarity with stochastic calculus, multi-factor risk models and asset and derivatives valuation models
  • Well-versed in coding languages such as Matlab, Python, SAS, VBA
  • Strong writing ability and communication skills
  • Ability to work in a demanding, client-focused environment
  • Must be a self-starter with the ability to both collaborate and work independently

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.