Senior Quantitative Developer, Fixed Income Analytics

PIMCO; New York (NY); On-site; USD 187,000 - 265,000; Full time

Job summary

PIMCO is seeking a Senior Quantitative Developer for our Portfolio Management Analytics team. This role involves developing and enhancing an analytics platform to provide risk valuations across the fixed income universe, using C++ in a hands-on environment.

The ideal candidate will have a Master's degree in Computer Science, 5-10 years of experience in large-scale analytics systems, and extensive programming skills in modern C++. PIMCO offers a competitive salary range of $187,000.00 - $265,000.00 with a total compensation approach that includes a discretionary bonus.

Qualifications

• 5-10 years of experience in large-scale analytics systems at financial firms.
• Extensive programming skills in modern C++ and integration across multiple languages.
• Results driven with ability to lead enhancements across code base.

Responsibilities

• Develop and enhance analytics platform for fixed income trading.
• Responsible for C++ software architecture, development, and production releases.
• Ensure robustness in system and production releases.

Skills

C++ programming

High performance computing

Cloud computing

Attention to detail

Adaptive thinking

Education

Master’s degree in Computer Science or hard science/engineering

Tools

Boost

Boost-Python

Job description

PIMCO is seeking a Senior Quantitative Developer for our Portfolio Management Analytics team. This role involves developing and enhancing an analytics platform to provide risk valuations across the fixed income universe, using C++ in a hands-on environment.

The ideal candidate will have a Master's degree in Computer Science, 5-10 years of experience in large-scale analytics systems, and extensive programming skills in modern C++. PIMCO offers a competitive salary range of $187,000.00 - $265,000.00 with a total compensation approach that includes a discretionary bonus.