PIMCO is seeking an experienced Quant Analyst to join their Alternatives Investment team to conduct empirical analysis to supplement the underwriting process in driving deals to conclusion for their expanding consumer credit business.
Requirements
- Statistical modeling expertise with consumer credit: mortgage/auto/loan/student. Familiarity with Intex and bond cash flow modeling a plus
- Strong quantitative skills, specifically financial mathematics, probability and statistics:
- 2+ years of front office quant experience at a top sell or buy side firm
- Strong programming skills and numerical problem solving techniques, proficiency with scripting languages (Python or Slang).
- Experience analyzing large datasets using R/SAS/Python and SQL
- Strong attention to detail and ability to deliver results.
Responsibilities
- 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.
Other
- Advanced degree in a quantitative discipline such as mathematics, science, engineering, statistics, or physics
- Self-starter who is accountable, low ego, and motivated by integrating with the trade floor
- Able to articulate issues and explain herself/himself to portfolio managers and developers
- Ethical, collaborative, organized, flexible and high energy
