PhD Quant PM Intern: AI-Driven Portfolio Research

pimco; Newport Beach (CA); On-site; USD 174,000 - 236,000; Full time

Benefits offered by this job

Mentorship

Networking events

Relocation bonus

Job summary

PIMCO seeks a PhD Summer Intern to join the Quant PM team in Newport Beach, CA for a 10-week summer program. You will work on alpha research, signal testing, and portfolio construction across asset classes with AI-enabled tools from day one.

The role requires a PhD candidate in quantitative fields, strong Python skills, and exceptional analytical writing. You’ll receive mentorship, cross-divisional education, and relocation support.

Qualifications

• PhD candidate from a top program in quantitative fields.
• Expected graduation Dec 2027 - Jun 2028.
• Business proficient in English.

Responsibilities

• Engage in alpha research and signal testing.
• Extend signals and optimize portfolios across asset classes.
• Deploy and monitor quantitative strategies.

Skills

Quantitative methods

Asset pricing

Econometrics

Python

Data analysis

Written communication

AI tools

Education

PhD candidate

Job description

PIMCO seeks a PhD Summer Intern to join the Quant PM team in Newport Beach, CA for a 10-week summer program. You will work on alpha research, signal testing, and portfolio construction across asset classes with AI-enabled tools from day one.

The role requires a PhD candidate in quantitative fields, strong Python skills, and exceptional analytical writing. You’ll receive mentorship, cross-divisional education, and relocation support.