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2022-12-27

Quant Developer, Fixed Income Emerging Markets

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Pimco
Quant Developer, Fixed Income Emerging Markets
Newport Beach, CA USA
160,000 - 240,000
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Job Description

PIMCO is a global leader in active fixed income. With our launch in 1971 in Newport Beach, California, PIMCO introduced investors to a total return approach to fixed income investing. In the 50+ years since, we have worked relentlessly to help millions of investors pursue their objectives – regardless of shifting marketing conditions. As active investors, our goal is not just to find opportunities, but to create them. To this end, we remain firmly committed to the pursuit of our mission: delivering superior investment returns, solutions, and service to our clients.

Since 1971, our people have shaped our organization through a high-performance inclusive culture, in which we celebrate diverse thinking. We invest in our people and strive to imprint our CORE values of Collaboration, Openness, Responsibility and Excellence. We believe each of us is here to help others succeed and this has led to PIMCO being recognized as an innovator, industry thought leader and trusted advisor to our clients.

We are strengthening our analytics effort in a number of key areas at the firm including securitized products, emerging markets, foreign exchange and rates. We are seeking several quantitative developers who can work on projects ranging from implementation of prepayment, credit, stochastic interest rate models and gain broad exposure to an array of financial instruments. For any of these teams, it's a fantastic opportunity to gain exposure a sophisticated analytics platform for fixed income products in a high-performance computing environment in cloud.

Emerging Markets, Foreign Exchange, Interest Rates

  • You will gain a broad understanding of fixed income products in both developed and emerging markets.
  • You will collaborate with quantitative researchers and build solutions in a production environment. This job requires continuous collaboration with our emerging markets business. The role also involves the integration of our Beacon Platform and exposure to high performance computing using grid in AWS.

Requirements:

  • Development experience in C++ and Python (extensive knowledge of C++ such as STL, boost, design patterns- preferably with versions C++11/14) required.
  • Broad understanding of fixed income products and interest rate curves in both developed and emerging markets.
  • Experience working on integration with Beacon, SecDB, Athena, Quartz (or similar platform) and high performance computing using grid preferably with AWS.
  • MS or MA degree in Computer Science or STEM equivalent from an accredited university.
  • Demonstrated track record of building technical solutions at top tier financial services firms. Directly supporting fixed income trading is preferred.
  • Strong attention to details and results-driven with high standards. Responsible for the whole development cycle. Previous experience communicating effectively with quants will be a decided advantage for this role.
  • 2-3 years of working experience in implementation of interest rate curves, and/or financial instruments in EM and FX space required.

PIMCO follows a total compensation approach when rewarding employees which includes a base salary and a discretionary bonus. Base salary is the fixed component of compensation that is determined by core job responsibilities, relevant experience, internal level, and market factors. The discretionary bonus is used to award performance and therefore is determined by company, business, team, and individual performance.

Salary Range: $ 160,000.00 - $ 240,000.00

Equal Employment Opportunity and Affirmative Action Statement

PIMCO recruits and hires qualified candidates without regard to race, national origin, ancestry, religion (including religious dress and grooming practices), sex (including pregnancy, childbirth, breastfeeding, or related medical conditions), sexual orientation, gender (including gender identity and expression), age, military or veteran status, disability (physical or mental), any factor prohibited by law, and as such affirms in policy and practice to support and promote the concept of equal employment opportunity and affirmative action, in accordance with all applicable federal, state, provincial and municipal laws. The company also prohibits discrimination on other basis such as medical condition, or marital status under applicable laws.

Applicants with Disabilities

PIMCO is an Equal Employment Opportunity/Affirmative Action employer. We provide reasonable accommodation for qualified individuals with disabilities, including veterans, in job application procedures. If you have any difficulty using our online system due to a disability and you would like to request an accommodation, you may contact us at 949-720-7744 and leave a message. This is a dedicated line designed exclusively to assist job seekers with disabilities to apply online. Only messages left for this purpose will be considered. A response to your request may take up to two business days.

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