PhD Quant PM Intern - AI-Driven Portfolio Research

PIMCO Ltd. - Pacific Investment Management Company; Newport Beach (CA); On-site; USD 185,000 - 226,000; Full time

Job summary

PIMCO invites a PhD candidate to join the Quantitative Portfolio Management team for a 10-week internship in Newport Beach, CA. You will participate in idea generation, signal testing, and portfolio construction with senior mentors guiding your project work.

The role emphasizes empirical research, advanced statistics, and programming with Python, aiming to translate research into investable strategies while offering mentorship and exposure to AI-driven tools.

Qualifications

• PhD candidate from a top program in quantitative fields such as Finance, Economics, Statistics, Computer Science, Operations Research, Physics, or Mathematics.

Responsibilities

• Engage in alpha research on new signals and improve existing signals.
• Assist in portfolio construction and deployment within Quant PM initiatives.
• Leverage Python and AI tools to analyze large real-world datasets.
• Collaborate across team members to drive research and actionable insights.

Skills

Python

Quantitative analysis

Econometrics

Statistics

Education

PhD candidate in quantitative fields

Tools

AI tools

Job description

PIMCO invites a PhD candidate to join the Quantitative Portfolio Management team for a 10-week internship in Newport Beach, CA. You will participate in idea generation, signal testing, and portfolio construction with senior mentors guiding your project work.

The role emphasizes empirical research, advanced statistics, and programming with Python, aiming to translate research into investable strategies while offering mentorship and exposure to AI-driven tools.