Senior Quant Analyst, Alternatives Credit

PIMCO Ltd. - Pacific Investment Management Company; Newport Beach (CA); Sur place; USD 205 000 - 240 000; Plein temps

Avantages offerts par ce poste

Discretionary bonus

Résumé du poste

PIMCO is seeking an experienced Quant Analyst to join our Alternatives Investment team in Newport Beach. The role focuses on empirical analysis to support underwriting and investment decisions across consumer credit and esoteric asset classes.

The ideal candidate has a track record partnering with the front office to deploy quantitative techniques for securitization opportunities, with a strong programming background and experience in large datasets.

Qualifications

• Advanced degree in a quantitative discipline such as mathematics, science, engineering, statistics, or physics.
• Statistical modeling expertise with consumer credit: mortgage/auto/loan/student. Familiarity with Intex and bond cash flow modeling a plus.
• 2+ years of front office quant experience at a top sell or buy side firm; strong programming skills with Python or SQL; experience with large datasets in R/SAS/Python.

Responsabilités

• Assist in sourcing and evaluating consumer loan pools and other specialty finance assets across mortgage/auto/loan/student.
• Support ongoing portfolio management and performance monitoring of investments.
• Develop and maintain consumer credit outlooks and market insights.
• Engage with esoteric asset classes such as SME loans, trade finance, and accounts receivable finance.
• Collaborate with cross-functional teams to enhance investment strategies and risk management.

Connaissances

Python

R

SAS

SQL

Financial mathematics

Probability & statistics

Front office quant experience

Formation

Advanced degree in a quantitative discipline

Outils

Intex

Bond cash flow modeling

Description du poste

PIMCO is seeking an experienced Quant Analyst to join our Alternatives Investment team in Newport Beach. The role focuses on empirical analysis to support underwriting and investment decisions across consumer credit and esoteric asset classes.

The ideal candidate has a track record partnering with the front office to deploy quantitative techniques for securitization opportunities, with a strong programming background and experience in large datasets.