PhD Quant PM Summer Intern — AI-Driven Signals

Sacbar; Newport Beach, Northern (CA, KY); Hybrid; USD 185,000 - 226,000; Full time

Benefits offered by this job

The PIMCO Internship Experience

Job summary

PIMCO invites PhD candidates to join the Quantitative Portfolio Management internship in Newport Beach, CA. The 10-week program covers idea generation, signal testing, and deployment, with mentorship and cross‑divisional events.

You'll gain hands-on experience with AI-powered tools, participate in Fundamentals Training, and receive feedback through mid- and end-of-summer reviews. Relocation support is provided for interns.

Qualifications

• PhD candidate in quantitative fields with strong background in finance, economics, statistics, CS, OR, or mathematics.
• Expected graduation between Dec 2027 and Jun 2028.
• Business proficient in English.

Responsibilities

• Work on alpha research, signal testing, and new signals enhancement.
• Participate in portfolio construction and deployment lifecycle.
• Collaborate across teams on data analysis and model development.
• Utilize AI tools to solve problems and improve outcomes.

Skills

Python programming

Quantitative research

Data analysis

Communication skills

AI tools

Education

PhD candidate

Tools

Python

Job description

PIMCO invites PhD candidates to join the Quantitative Portfolio Management internship in Newport Beach, CA. The 10-week program covers idea generation, signal testing, and deployment, with mentorship and cross‑divisional events.

You'll gain hands-on experience with AI-powered tools, participate in Fundamentals Training, and receive feedback through mid- and end-of-summer reviews. Relocation support is provided for interns.