Quant Research Analyst – Spec Fin / Securitization

Responsibilities

• Aid in sourcing and evaluating consumer loan pools and other specialty finance assets across mortgage, auto, and student loan sectors.
• Lead analysis, pricing, and relative valuation of securitized consumer loan pools and related assets.
• 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.

Requirements

• Advanced degree in a quantitative discipline such as mathematics, science, engineering, statistics, or physics.
• 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.
• 5+ years of front office quant experience at a top sell or buy side firm.
• Experience analyzing large datasets using R/SAS/Python and SQL.
• 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.

Pay

Salary Range: $ 205,000.00 - $ 305,000.00

Benefits

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.