Quant PM Intern — PhD/MFE (Summer)

Financeroles

Newport Beach (CA)

On-site

USD 165,000 - 205,000

Full time

5 days ago

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Benefits offered by this job

Competitive compensation

Relocation bonus

AI tool training

Job summary

PIMCO is seeking a PhD/Master's candidate for its 2027 PhD/MFE Summer Intern – Quantitative Portfolio Manager program at the Newport Beach, CA headquarters. The role involves work across the full investment process, including idea generation, signal testing, and portfolio construction, with exposure to AI tools and advanced analytics.

Candidates should have a strong background in quantitative disciplines, training in statistics/econometrics, and proficiency in Python.

Qualifications

Strong interest and background in quantitative disciplines, with knowledge of asset pricing and fixed income markets preferred.
Formal training in empirical research, particularly in statistics and econometrics.
Proficiency in programming, with a strong preference for Python.
Excellent analytical and creative research skills with the ability to independently drive projects.
Exceptional writing and verbal communication skills.
Curiosity and experience using AI tools to solve problems.

Responsibilities

Participate in alpha research on new signals and enhancement of existing signals.
Assist in signal testing, portfolio construction, and optimization.
Support deployment and ongoing portfolio management across asset classes.
Contribute to research projects spanning rates, FX, equities, commodities and vol.