Lead Quantitative Developer – Structured Finance Analytics

LGBT Great; New York (NY); On-site; USD 205,000 - 240,000; Full time

Job summary

PIMCO is expanding its Structured Products Analytics team and seeking a highly motivated Quantitative Developer to contribute to prepayment, credit model implementation, risk analytics, and analytics platform development. You will work on RMBS, CMBS, and ABS analytics within a cloud-based environment, partnering with researchers and portfolio analytics teams.

Join a high-performance analytics group focused on scalable, enterprise-grade solutions, leveraging AI-powered tools to accelerate

Qualifications

• Master's degree or higher in a quantitative STEM field.
• 3–5 years of hands-on software development in financial services.
• Strong proficiency in C++ and Python.
• At least 3 years in analytics or tech for securitized products.
• Knowledge of Intex CMO API and structured finance analytics.
• Experience with scalable cloud-based analytics systems.

Responsibilities

• Partner with researchers and analytics teams to design and enhance structured products analytics using Intex CMO and market datasets.
• Implement and maintain prepayment, credit, and cash flow models within an enterprise analytics framework.
• Develop analytics and risk capabilities for securitized products in research and production environments.
• Design and build a scalable, cloud-based analytics platform for high-performance computation and large data processing.
• Participate in an agile development environment focusing on long-term platform architecture and scalability.
• Contribute to code quality, testing, and production support following governance standards.

Skills

C++

Python

Structured finance experience

Intex CMO API

Cloud computing

Analytics platform

Education

Master's degree or higher in a quantitative STEM field

Tools

Intex CMO API

Job description

PIMCO is expanding its Structured Products Analytics team and seeking a highly motivated Quantitative Developer to contribute to prepayment, credit model implementation, risk analytics, and analytics platform development. You will work on RMBS, CMBS, and ABS analytics within a cloud-based environment, partnering with researchers and portfolio analytics teams.

Join a high-performance analytics group focused on scalable, enterprise-grade solutions, leveraging AI-powered tools to accelerate