Quantitative Research Analyst

Overview

In this role you will advance PIMCO’s quantitative capabilities within the Portfolio Management – Implementation team in London, focusing on systematic portfolio construction and efficient execution. You collaborate with Portfolio Managers and Technologists to turn data-driven insights into investable signals across fixed income markets. You contribute to rigorous research while delivering practical results for real-world portfolios. This is an opportunity to shape scalable quantitative methods at a leading global bond house.

Responsibilities

• Collaborate with Portfolio Managers and technologists across mandates
• Enhance systematic portfolio construction approaches
• Re-engineer portfolio processes and execution strategies
• Work on portfolio construction across fixed income asset classes (global rates, credit, currencies, securitized products)
• Implement signals and techniques in portfolios with PM and trading teams
• Improve trade processes and execution efficiency across fixed income
• Assist in addressing large-scale portfolio construction problems
• Communicate complex technical issues clearly to senior management and portfolio managers

Key requirements

• 3+ years in the financial industry focused on portfolio construction, optimisation and trading processes; exposure to quantitative techniques
• Excellent analytical and quantitative skills with meticulous attention to detail
• Strong programming skills; proficiency in Python
• Exposure to optimisation techniques; beneficial experience with large-scale portfolio construction
• Self-starter with ability to lead by doing
• Strong verbal communication skills for articulating issues and solutions to portfolio managers, credit researchers and developers
• Ethical, collaborative, organized, flexible, high energy, accountable, humble

• Strong verbal communication
• Self-starter
• Ethical
• Python programming
• Quantitative techniques
• Data science

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