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.

Analytics Platform:

Team seeks quantitative developers to enhance our firm-wide analytics platform which provides pre-trade and risk valuations across entire fixed income universe.
You will be part of a team responsible for building out or analytics capabilities and working in a highly parallelized, highly performant advanced computing infrastructure which includes cloud computing, messaging, caching, complex database challenges and file systems.
You will build enhancements to existing systems and be directly responsible for a complex technical environment that enables PIMCO to make intelligent investment decisions in fixed income.

Requirements:

Minimum Master’s degree in computer science, mathematics or other STEM-related degree. Graduation from a top school in CS or Math is preferred.
3-7 years of working experience with large-scale analytics system in top-tier financial services firms. Directly working with fixed income trading system is preferred.
Extensive programming skill in C++ (STL, boost, design pattern, and C++11/14), and experience in Python programming as well.
Strong attention to detail and result-driven approach.
Responsible for wide range of code base, processes, and applications.
Ability to quickly grasp domain-specific knowledge and apply state-of-the-art techniques to solve for business needs.
Experience working on integration with Beacon, SecDB, Athena, Quartz (or similar platform) and high performance computing using grid preferably with AWS would be advantageous for this role.

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.

Quantitative Developer, Analytics Platform