VP, Quantitative Research
PIMCO (Pacific Investment Management Company, LLC)22 days ago
Newport Beach, CA, USAStaff+
Base Salary
$205k - $240k/yr
Responsibilities
- Partner with quantitative researchers and portfolio analytics teams to design, develop, and enhance structured-products analytics solutions using the Intex CMO platform and mortgage datasets.
- Implement and maintain prepayment, credit, and cash flow models within an enterprise analytics framework.
- Develop analytics and risk measurement capabilities for RMBS, CMBS, ABS, and other securitized products across research and production environments.
- Design, build, and optimize a scalable cloud-based analytics platform supporting high-performance computation and large-scale data processing.
- Contribute to software engineering practices, testing, code quality, production support, model governance, data security, and software quality.
Requirements
- Master’s degree or higher in Computer Science, Mathematics, Financial Engineering, Statistics, Physics, or another quantitative STEM discipline; candidates from top-tier academic programs are preferred.
- 3 to 5 years of hands-on software development experience in financial services.
- Strong proficiency in C++ and Python.
- At least 3 years of experience developing analytics or technology solutions for securitized products, including residential mortgages, commercial mortgages, and asset-backed securities.
- Strong experience with the Intex CMO API and understanding of structured finance deal structures, cash flow mechanics, and security-level analytics.
- Experience integrating prepayment and credit models with collateral-level cash flow engines and broader analytical workflows.
- Experience designing and building scalable analytical systems in modern cloud computing environments.
- Strong problem-solving skills, attention to detail, and commitment to clear, efficient, and high-quality code.
Benefits
- Total compensation includes a base salary and discretionary bonus determined by company, business, team, and individual performance.
- Base salary range is $205,000.00 to $240,000.00.
About PIMCO (Pacific Investment Management Company, LLC)
PIMCO is a global investment manager focused on active fixed-income strategies. It manages portfolios across public and private credit, securitized products, and macro fixed income for institutions, financial advisors, and individual investors, earning management and performance fees. Founded in 1971 and headquartered in Newport Beach, California, the privately held firm offers mutual funds, ETFs, and separate accounts in markets worldwide.