Discover your dream Career
For Recruiters

VP, Quantitative Research

PIMCO New York, United States
Posted 2 days ago Permanent $ 205,000.00 - $ 240,000.00

VP, Quantitative Research

PIMCO New York, United States
PIMCO is a global leader in active fixed income with deep expertise across public and private markets. We invest our clients' capital across a range of fixed income and credit opportunities, leveraging our decades of experience navigating complex debt markets. Our flexible capital base and deep relationships with issuers have helped us become one of the world's largest providers of traditional and nontraditional solutions for companies that need financing and investors who seek strong risk-adjusted returns.

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 expanding our Structured Products Analytics team and seeking a highly motivated Quantitative Developer to contribute to a broad range of initiatives spanning prepayment and credit model implementation, risk analytics, and analytics platform development. This role offers the opportunity to gain deep exposure to a diverse set of structured finance instruments, including residential mortgage-backed securities (RMBS), commercial mortgage-backed securities (CMBS), and asset-backed securities (ABS).

The successful candidate will join a highly collaborative analytics organization responsible for developing and maintaining a sophisticated cloud-based analytics platform that supports large-scale structured products analysis in a high-performance computing environment.

Key Responsibilities
  • Partner closely with quantitative researchers and portfolio analytics teams to design, develop, and enhance structured products analytics solutions leveraging the Intex CMO platform and mortgage market datasets, including Loan Performance and EMBS data.
  • Implement and maintain prepayment, credit, and cash flow models while ensuring seamless integration within a strategic enterprise analytics framework.
  • Develop and support analytics and risk measurement capabilities across a wide range of securitized products, contributing to both research and production environments.
  • Collaborate with cross-functional teams to design, build, and optimize a scalable cloud-based structured products analytics platform capable of supporting high-performance computation and large-scale data processing.
  • Participate in an agile development environment, balancing rapid delivery of analytical solutions with long-term platform architecture and scalability objectives.
  • Contribute to best practices in software engineering, testing, code quality, and production support to ensure robust and maintainable analytics infrastructure.
  • Use AI-powered development and analytic tools to accelerate research, code development, testing, and operation efficiency while adhering to firm standards for model governance, data security, and software quality.
Qualifications Required
  • Master's degree or higher in Computer Science, Mathematics, Financial Engineering, Statistics, Physics, or another quantitative STEM discipline. Candidates from top-tier academic programs are preferred.
  • 3 to 5 years of hands-on software development experience in financial services, with strong proficiency in both C++ and Python.
  • At least 3 years of experience developing analytics or technology solutions for securitized products, including residential mortgages, commercial mortgages, and asset-backed securities.
  • Strong experience with the Intex CMO API and a solid understanding of structured finance deal structures, cash flow mechanics, and security-level analytics.
  • Knowledge of integrating prepayment and credit models with collateral-level cash flow engines and broader analytical workflows.
  • Experience designing and building scalable analytical systems within modern cloud computing environments.
  • Proven ability to operate effectively in a fast-paced development environment while maintaining a strategic perspective on platform architecture and long-term scalability.
  • Excellent problem-solving skills, strong attention to detail, and a commitment to developing clear, efficient, and high-quality code.
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.

Salary Range: $ 205,000.00 - $ 240,000.00

Equal Employment Opportunity and Affirmative Action Statement

PIMCO recruits and hires qualified candidates without regard to race, national origin, ancestry, religion (including religious dress and grooming practices), sex (including pregnancy, childbirth, breastfeeding, or related medical conditions), sexual orientation, gender (including gender identity and expression), age, military or veteran status, disability (physical or mental), any factor prohibited by law, and as such affirms in policy and practice to support and promote the concept of equal employment opportunity and affirmative action, in accordance with all applicable federal, state, provincial and municipal laws. The company also prohibits discrimination on other basis such as medical condition, or marital status under applicable laws.

Applicants with Disabilities

PIMCO is an Equal Employment Opportunity/Affirmative Action employer. We provide reasonable accommodation for qualified individuals with disabilities, including veterans, in job application procedures. If you have any difficulty using our online system due to a disability and you would like to request an accommodation, you may contact us at 949-720-7744 and leave a message. This is a dedicated line designed exclusively to assist job seekers with disabilities to apply online. Only messages left for this purpose will be considered. A response to your request may take up to two business days.

Job ID  R107019
More Jobs From PIMCO
PIMCO
Quantitative Research Analyst
PIMCO
New York, United States
22 days ago Full time $ 187,000.00 - $ 265,000.00
PIMCO
Quantitative Research Analyst, Mortgages
PIMCO
London, United Kingdom
22 days ago Full time Competitive
PIMCO
Quant Research Analyst - Spec Fin / Securitization
PIMCO
Newport Beach, United States
22 days ago Full time $ 205,000.00 - $ 305,000.00
PIMCO
2027 PhD Summer Intern - Portfolio Management, Quantitative Research Analyst
PIMCO
Newport Beach, United States
22 days ago Full time Competitive
PIMCO
Quantitative Research Analyst - Client Solutions & Analytics
PIMCO
Newport Beach, United States
22 days ago Full time $ 205,000.00 - $ 230,000.00
PIMCO
VP, Credit Research (EMEA)
PIMCO
London, United Kingdom
18 days ago Full time Competitive
PIMCO
2027 Summer Intern - Alternatives Investment Operations Intern
PIMCO
New York, United States
1 day ago Full time Competitive
PIMCO
VP/SVP, Quantitative Equity Research Analyst
PIMCO
Newport Beach, United States
22 days ago Full time $ 205,000.00 - $ 292,000.00
PIMCO
Vice President, Alternatives Accounting Manager - Income & Yield Forecasting (PAY Group)
PIMCO
New York, United States
3 days ago Full time $ 137,500.00 - $ 195,000.00
PIMCO
Analyst/Associate, Private Strategies (CRE Equity Acquisitions)
PIMCO
New York, United States
22 days ago Full time $ 110,000.00 - $ 180,000.00

Boost your career

Find thousands of job opportunities by signing up to eFinancialCareers today.
Recommended Jobs
Quantitative Researcher - Systematic Macro Portfolio Management
Two Sigma Investments, LLC.
New York, United States
Selby Jennings
Quantitative Researcher
Selby Jennings
San Francisco, United States
PER, Private Equity Recruitment
Quantitative Researcher, Global Investment Fund, Abu Dhabi, UAE
PER, Private Equity Recruitment
Abu Dhabi, United Arab Emirates
Acadian Asset Management
Investment AI Engineer
Acadian Asset Management
Boston, United States
Boston Consulting Group
Senior Analyst - BCG Vantage, M&A and Financial Modelling
Boston Consulting Group
Riyadh, Saudi Arabia