Senior Quantitative Developer, Structured Finance Analytics

LGBT Great; Newport Beach (CA); On-site; USD 205,000 - 240,000; Full time

Job summary

PIMCO is expanding its Structured Products Analytics team and seeks a Quantitative Developer to contribute to prepayment and credit model implementation, risk analytics, and analytics platform development. You will work on RMBS, CMBS, and ABS datasets within a cloud-based analytics platform, collaborating with researchers and portfolio analytics teams in a fast-paced environment.

The role requires 3–5 years of software development experience in financial services, strong C++ and Python skills,

Qualifications

• Master's degree or higher in a quantitative STEM discipline.
• 3–5 years of hands-on software development in financial services with strong C++ and Python skills.
• Experience developing analytics for securitized products (RMBS/CMBS/ABS).
• Strong understanding of the Intex CMO API and structured finance deal structures.

Responsibilities

• Partner with quantitative researchers and portfolio analytics to design and enhance structured products analytics using the Intex CMO platform and mortgage market datasets.
• Implement and maintain prepayment, credit, and cash flow models integrated within a cloud analytics framework.
• Develop analytics and risk measurement for a wide range of securitized products in research and production environments.
• Collaborate to design and build a scalable cloud-based analytics platform for high-performance computation and large-scale data processing.
• Participate in an agile development environment balancing rapid delivery with long-term architecture.

Skills

C++

Python

Education

Master's degree or higher in quantitative STEM

Tools

Intex CMO API

Job description

PIMCO is expanding its Structured Products Analytics team and seeks a Quantitative Developer to contribute to prepayment and credit model implementation, risk analytics, and analytics platform development. You will work on RMBS, CMBS, and ABS datasets within a cloud-based analytics platform, collaborating with researchers and portfolio analytics teams in a fast-paced environment.

The role requires 3–5 years of software development experience in financial services, strong C++ and Python skills,