PIMCO is seeking to bridge research prototypes with live trading on their municipal-bond trading desk by hiring a Quantitative Developer
Requirements
- strong proficiency in Python
- solid grounding in probability and numerical methods
- exposure to CI/CD and version control
- 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
- knowledge of messaging/streaming frameworks (Kafka, RabbitMQ, ZeroMQ) for tick-level or intraday data
Responsibilities
- build and maintain robust Python- and SQL-based data pipelines
- ingest, clean, and reconcile large datasets from Municipal Securities Rulemaking Board (MSRB), vendor reference feeds, and internal trade records
- tune and validate models, perform back-tests, and contribute to the deployment of pricing and risk engines into production services
- ensure that PMs receive accurate real-time pricing and analytics
- work alongside senior quantitative researchers and developers
- foster a culture of rigorous documentation, unit testing, and iterative improvement
- daily interaction with portfolio managers, quant researchers and developers
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
- exceptional interpersonal and communication skills
- willing to work onsite in our San Diego office
