Quantitative Research Analyst – Portfolio Implementation
Core
Building quantitative capabilities and driving new initiatives in portfolio implementation for fixed income markets, specifically leveraging systematic investing techniques in Credit.
Role type
Senior Quantitative Research Analyst (Portfolio Implementation)
Builds
Quantitative frameworks blending systematic alpha signals and portfolio construction techniques into PIMCO's investment process
Domain
Fixed Income / Credit / Systematic Investing
Deliverable
production ML models | product features
Required skills
Econometric/statistical modeling of credit, Python programming, building and testing models using corporate fundamentals, predicting returns, modeling individual sectors and companies
Preferred skills
Non-traditional modeling techniques (machine learning)
Technologies
Python
Responsibilities
Working closely with portfolio managers on portfolio construction, developing new signals for alpha generation in Credit and other related asset classes, implementing signals and techniques in portfolios
Seniority
Senior, hands-on IC