Front-Office Mortgage Quant – Analytics & Modelling

Pimco; Greater London; On-site; GBP 70,000 - 90,000; Full time

Job summary

Pimco seeks a Quantitative Research Analyst for its London office to enhance mortgage analytics. The role involves significant interaction with Portfolio Managers and requires expertise in mortgage products, along with strong coding skills in Python.

The ideal candidate will have a Master's or PhD and at least 3 years of relevant experience in quantitative roles, focusing on complex mortgage structures and cash flow modelling.

Qualifications

• Minimum of 3 years in a front office quantitative role.
• Proficient in developing pricing models in Python.
• Exceptional analytical skills with advanced pricing techniques.

Responsibilities

• Support Portfolio Managers in investment decisions.
• Cover RMBS and ABS markets across Europe.
• Model cash flow and structural waterfalls in mortgage credit.

Skills

Quantitative analysis

Mortgage analytics

Python programming

Cash flow modelling

Statistical analysis

Education

Masters degree or PhD in Mathematics, Physics, or related fields

Tools

SAS

R

SQL

Linux/Unix/Bash

Job description

Pimco seeks a Quantitative Research Analyst for its London office to enhance mortgage analytics. The role involves significant interaction with Portfolio Managers and requires expertise in mortgage products, along with strong coding skills in Python.

The ideal candidate will have a Master's or PhD and at least 3 years of relevant experience in quantitative roles, focusing on complex mortgage structures and cash flow modelling.