AI-Driven Quant PM Intern (PhD/MFE)

LGBT Great; Newport Beach (CA); Hybrid; USD 165,000 - 205,000; Full time

Benefits offered by this job

Competitive compensation

Relocation assistance

Mentorship program

Job summary

PIMCO invites PhD or Master’s candidates to apply for the 2027 PhD/MFE Summer Intern – Quantitative Portfolio Management at its Newport Beach, CA headquarters. The role centers on alpha research, signal testing, and portfolio construction across rates, FX, equities, commodities, and volatility.

You will gain hands-on experience with AI-powered tools from day one, work with Python, and receive mentorship from senior leaders.

Qualifications

• Ph.D. or Master’s candidate from a top program in quantitative fields.
• Expected graduation between Dec 2027 and Jun 2028.
• Business proficient in English.
• Strong background in quantitative disciplines with knowledge of asset pricing, econometrics, and fixed income markets.

Responsibilities

• Perform alpha research and develop new signals, and extend existing signals.
• Conduct signal testing, portfolio construction, and deployment.
• Contribute to optimization and risk management across asset classes (Rates, FX, Equities, Commodities, Vol).
• Explore AI tools and emerging technologies to improve outcomes.

Skills

Python

Statistics

Econometrics

Asset pricing

Quantitative research

Education

Ph.D./M.S. candidate

Tools

Python

Job description

PIMCO invites PhD or Master’s candidates to apply for the 2027 PhD/MFE Summer Intern – Quantitative Portfolio Management at its Newport Beach, CA headquarters. The role centers on alpha research, signal testing, and portfolio construction across rates, FX, equities, commodities, and volatility.

You will gain hands-on experience with AI-powered tools from day one, work with Python, and receive mentorship from senior leaders.