Tuesday, September 17, 2013

Multi Asset Quantitative Portfolio Mgr, PIMCO - Newport Beach

Multi Asset Quantitative Portfolio Manager, PIMCO - Newport Beach
Officer Title: SVP/EVP
Location: Newport Beach
Reporting Line: Saumil Parikh

Position Description
PIMCO’s Asset Allocation team is seeking a Multi Asset Quantitative Portfolio Manager to assist in our efforts of  building a significant presence in this space. 

The Quantitative Portfolio Manager will be responsible for:
• Research and development of a wide range of systematic investment strategies across asset classes.
• Using quantitative techniques to design strategies to capture various market risk premiums and use tools such as derivatives and trend-following to generate returns
• Developing systematic asset allocation products that invest across different asset classes to achieve various objectives for clients.
• Applying data analysis skills, programming in various appropriate languages to test strategies, in depth understanding of a wide range of financial instruments, and a deep understanding of and ability to evaluate the strengths and weaknesses of different investment strategy styles.
• Implementing and managing strategies for clients and continuously monitor and evaluate live strategies. This requires precise attention to detail and the development of systems to efficiently manage and cross-check trading signals.
• Working closely with specific clients to help develop customized solutions to their specific problems.
• Researching and writing thought-leadership articles on topics related to systematic investing.

Requirements
• Bachelor’s degree in Finance, Economics, Financial Engineering, Engineering, Mathematics, Physics or related technical field.  Advanced degree preferred
• 5-10 years of experience in a quantitative portfolio management role or related position working for a Sell-Side or Buy-Side firm
• Experience applying the fundamentals and concepts of portfolio/risk management required
• An understanding of macro-economics and the drivers of economic trends, with a strong global equities and fixed income investment knowledge base
• Experience with portfolio optimization and valuation frameworks
• Strong economic intuition and good empirical research mindset
• Experience interacting with clients to develop business and provide performance and strategy updates required.
• Extremely strong mathematical, modeling, and quantitative abilities
• Strong production and results orientation and an ability to manage multiple research and production agendas concurrently
• Experience with MATLAB or equivalent
• Strong communication – both verbal and written - required
• Well organized, high-energy-level self-starter who works well in a team environment
• Able to work effectively and professionally with all levels of personnel
• An ability to move fluidly between analytical frameworks

Candidates can apply directly online at:

PIMCO is an equal opportunity employer

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