PIMCO is seeking a Quantitative Developer to bridge research prototypes with live trading on their municipal-bond trading desk. The role involves building and maintaining data pipelines, tuning and validating models, and deploying pricing and risk engines into production services to ensure portfolio managers receive accurate real-time pricing and analytics.
Requirements
- Proficient in a modern analytical programming language (e.g., Python, R, MATLAB) and comfortable turning research code into production workflows.
- Experience with market-data feeds (Bloomberg, Refinitiv, Tradeweb, ICE) and large historical time-series
- Familiarity with SOLID principles, design patterns, and CI/CD (Git, Azure DevOps, GitHub Actions, etc.)
- Research experience applying advanced machine-learning or deep-learning techniques
- Prior internship or project work on sell-side or buy-side desks involving model documentation and support for fixed-income, equity or derivatives.
- Knowledge of messaging/streaming frameworks (Kafka, RabbitMQ, ZeroMQ) for tick-level or intraday data
- Comfortable writing efficient, well-structured SQL and performance-tuning
Responsibilities
- build and maintain robust Python- and SQL-based data pipelines that ingest, clean, and reconcile large datasets from Municipal Securities Rulemaking Board (MSRB), vendor reference feeds, and internal trade records
- ensuring that PMs receive accurate real-time pricing and analytics
- tune and validate models
- perform back-tests
- contribute to the deployment of pricing and risk engines into production services
- rigorous documentation
- unit testing
Other
- Graduate degree (M.S.) in Financial Engineering, Mathematics, Computer Science, or a related STEM field.
- 0-2 years of relevant experience
- Demonstrated ability to work independently with a strong sense of ownership, consistently driving projects to completion in a fast-paced environment.
- Exceptional interpersonal and communication skills - able to convert PM requests into analytical solutions and broader dev requirements
- Willing to work onsite in our San Diego office
