Front-Office Commodities Quant Analyst

PIMCO; Newport Beach (CA); On-site; USD 165,000 - 240,000; Full time

Job summary

PIMCO is seeking a Quantitative Research Analyst / Desk Quant to join the front-office Commodities Analytics team in Newport Beach. You will develop quantitative tools, risk analytics, and pre-trade analytics within a Python ecosystem to support Portfolio Managers and traders during US trading hours.

The role requires strong statistics, econometrics, and financial mathematics skills, plus experience modeling commodity processes and exposure to machine learning.

Qualifications

• Master’s degree or PhD in a highly quantitative discipline; PhD preferred.
• 2–5 years of commodity quant experience; exceptional junior candidates will be considered.
• Strong grounding in probability, statistics, econometrics and financial mathematics.
• Experience modelling commodity-specific processes across power, weather, oil, natural gas, metals or agriculture.
• Advanced Python programming for analytical tools.
• Experience with risk-neutral derivatives modelling and option analytics is desirable.
• Ability to communicate quantitative concepts clearly to front office teams.

Responsibilities

• Develop quantitative tools and studies for relative-value analysis and portfolio decisions in commodity markets.
• Build and maintain models generating risk analytics for positions.
• Develop pre-trade analytics in the Python ecosystem with robust, scalable solutions.
• Provide day-to-day quantitative support during US trading hours for risk management and analysis.
• Research and back-test systematic investment strategies and option analytics.
• Contribute to expanding analytics coverage across energy, metals, agriculture and soft commodities.

Skills

Quantitative research

Statistics

Econometrics

Python programming

Machine learning

Education

Master’s or PhD in a quantitative field

Tools

Python ecosystem (Pandas, NumPy)

Job description

PIMCO is seeking a Quantitative Research Analyst / Desk Quant to join the front-office Commodities Analytics team in Newport Beach. You will develop quantitative tools, risk analytics, and pre-trade analytics within a Python ecosystem to support Portfolio Managers and traders during US trading hours.

The role requires strong statistics, econometrics, and financial mathematics skills, plus experience modeling commodity processes and exposure to machine learning.