PhD Quant Research & Portfolio Management Intern

Sacbar; Newport Beach, Northern (CA, KY); Hybrid; USD 174,000 - 236,000; Part time

Benefits offered by this job

Relocation bonus

Competitive compensation

Job summary

PIMCO invites PhD candidates in quantitative fields to join a 10-week Summer Internship in Newport Beach, CA, supporting the PM Analytics team. You will work on econometric analyses, asset pricing concepts, and models for alpha generation and risk management under mentorship.

The program emphasizes hands-on use of AI-powered tools and active collaboration across teams. The internship runs from early June to mid-August, includes foundational training, project work, and opportunities to present

Qualifications

• PhD candidate from top program in quantitative fields such as Finance, Economics, Statistics, CS, OR, Physics or Mathematics.

Responsibilities

• Conduct econometric analyses of historical returns.
• Build empirical and risk-neutral valuation models.
• Develop models for alpha generation and risk management.
• Apply macroeconomic research to inform investment decisions.
• Analyze large transaction datasets to improve trade execution.

Skills

Python

C++

Econometrics

Time series

Portfolio theory

Education

PhD candidate in quantitative fields

Tools

AI tools

Job description

PIMCO invites PhD candidates in quantitative fields to join a 10-week Summer Internship in Newport Beach, CA, supporting the PM Analytics team. You will work on econometric analyses, asset pricing concepts, and models for alpha generation and risk management under mentorship.

The program emphasizes hands-on use of AI-powered tools and active collaboration across teams. The internship runs from early June to mid-August, includes foundational training, project work, and opportunities to present