Head of Structured Finance Analytics

PIMCO Europe Ltd.; Newport Beach (CA); On-site; USD 205,000 - 240,000; Full time

Job summary

PIMCO is seeking a VP of Quantitative Research in New York to lead development of analytics for structured products, including RMBS, CMBS and ABS. You will work with researchers to implement prepayment and cash-flow models within a scalable cloud platform.

The role requires advanced degrees and 3–5 years of software development in financial services, with deep C++ and Python expertise. A discretionary bonus is part of total compensation, with base salary disclosed.

Qualifications

• Master's degree or higher in Computer Science, Mathematics, Financial Engineering, Statistics, Physics or another quantitative STEM discipline.
• 3 to 5 years of software development experience in financial services with C++ and Python.
• Experience with analytics for securitized products including RMBS/CMBS/ABS and cash flow modelling.

Responsibilities

• Design, develop and enhance structured products analytics solutions.
• Implement and maintain prepayment, credit, and cash flow models.
• Build scalable cloud-based analytics platform for high-performance computation.
• Collaborate with researchers and portfolio analytics teams to integrate models into production.

Skills

C++

Python

Securitized products

Intex CMO API

Cloud analytics

Education

Master's or higher in a quantitative field

Tools

Intex CMO API

Job description

PIMCO is seeking a VP of Quantitative Research in New York to lead development of analytics for structured products, including RMBS, CMBS and ABS. You will work with researchers to implement prepayment and cash-flow models within a scalable cloud platform.

The role requires advanced degrees and 3–5 years of software development in financial services, with deep C++ and Python expertise. A discretionary bonus is part of total compensation, with base salary disclosed.