PIMCO is seeking to expand its Alternatives Investment team by hiring a Quant Analyst to conduct empirical analysis and supplement the underwriting process for consumer credit and specialty finance investment opportunities.
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:
- 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
- 2+ years of front office quant experience at a top sell or buy side firm
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
- Strong attention to detail and ability to deliver results. 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
- Equal Employment Opportunity and Affirmative Action Statement
