Tuesday, September 17, 2013

Quantitative Analyst - Equities, PIMCO - Newport Beach

Title: Quantitative Analyst - Equities, PIMCO - Newport Beach
Location: Newport Beach, CA
Reporting Line: Saumil Parikh

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

The Quantitative Analyst - Equities will be responsible for:
• Working closely with our Asset Allocation Portfolio Management team to develop quantitative concepts of investing/finding value into our investment philosophy for the equity sleeve in the Multi-Asset Portfolio
• Perform customized searches that look at company or index level data
• Estimating equity risk premium based on valuation, technical, sentiment and macro- economic factors
• Develop, integrate and maintain off-the-shelf and proprietary factor based risk model system
• Conduct research on various aspects of implementation of investment strategies such as portfolio construction and optimization.
• Conduct analysis related to on-going portfolio monitoring and performance/risk attribution
• Assisting in marketing efforts for our Asset Allocation portfolios by publishing white papers on both Asset Allocation and our investing style – value, global, EM, L/S, dividend/income, etc.

Requirements
• Advanced degree (e.g.: PhD, MFE) required
• 3-5 years of relevant work experience as a portfolio analyst in a quantitative equity research team or quantitative index analyst within equity strategies
• Very strong equities investment knowledge base, as well as some experience working and modeling other asset classes (e.g.: fixed income, commodities, currencies, etc)
• Experience working with large equity data sets and market data providers such as; Bloomberg, BARRA, Factset, Compustat and others
• Experience analyzing cross company/cross index equity market data
• Experience adapting quantitative concepts to less developed markets
• Working knowledge of International Accounting Standards
• Strong economic intuition and good empirical research mindset
• Extremely strong mathematical, modeling, and quantitative abilities
• Strong production and results orientation and an ability to manage multiple research and production agendas concurrently
• High level programming skills –  MATLAB, SQL, Excel VBA
• 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
• Enthusiastic about the financial markets and investment management

Candidates can apply directly online at:

PIMCO is an equal opportunity employer

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