Pacific Investment Management Company

Senior Software Developer – Security Risk Modelling

Finance & Insurance
5 - 7 years of experience
Job Overview by Ladders

Qualifications

  • BS/MS degree in Computer Science Engineering or related field.
  • Over 7 years of hands-on software development experience.
  • Proven track record in developing large-scale, data-intensive applications.
  • Strong foundation in optimization or statistical techniques and mathematics.
  • Proficiency in Python is essential.

Responsibilities

  • Lead a team of offshore resources in the Structured Products risk generation space.
  • Deliver platforms that optimize decision-making processes.
  • Continuously improve processes for enhanced performance and robustness.
  • Collaborate with Portfolio Managers and Quants to gather requirements and develop solutions.
  • Translate financial and mathematical models into production-quality software.
  • Build and maintain data infrastructure and reporting tools for a data-intensive ecosystem.
  • Uphold coding best practices and mentor junior team members through code reviews.

Benefits

  • Investment in a high-performance and inclusive culture that celebrates diversity.
  • Encouragement of career mobility across different functions and technologies.
  • Pro bono technology programs that support the non-profit community.
  • Education reimbursements and training in technology, communication, and diversity & inclusion.
  • Opportunities for knowledge sharing through various community events.
Full Job Description

Job Description:

PIMCO, a leading asset management firm, is seeking a highly skilled and experienced Senior Software Developer to join our team. This role will be instrumental in advancing our processes in Security Risk Modelling of Structured Products. In addition to the above, you will contribute towards the development and enhancement of internal applications supporting PIMCO's portfolio management and trading activities.

Responsibilities:

Manage Risk Generation (Structured Products) Space

  • Lead a team of offshore resources.
  • Deliver complex platforms that enable decision making and employ internal techniques to optimize investment decisions.
  • Continuously refine and improve the processes for performance and robustness.

Collaboration & Stakeholder Engagement

  • Work closely with Portfolio Managers & Quants to gather requirements and iterate solutions.
  • Translate complex financial and mathematical models into tangible, production-quality software.

Platform Development

  • Build and maintain supporting components including data infrastructure and reporting tools within a large-scale, data-intensive ecosystem.
  • Ensure high performance and scalability through best practices in software architecture and rigorous testing protocols.

Code Quality & Best Practices

  • Uphold industry best practices in coding, design patterns, and application development.
  • Mentor junior team members and perform code reviews to maintain high-quality standards.

Qualifications:

  • BS/MS degree in Computer Science Engineering, or a related technical field.
  • 7+ years of hands-on software development experience.
  • Demonstrated expertise in developing large-scale, data-intensive applications and platforms.
  • Proven expertise in optimization or statistical techniques or a strong operational research/mathematics foundation.

Technical Skills

  • Proficiency in Python is essential.
  • Working experience with AWS
  • Strong understanding of data structures, algorithms, OOP, and design patterns.
  • Experience with data modeling, relational and NoSQL databases, and RESTful APIs.
  • Solid background in developing and analytical ability.

Additional Skills & Desirable Qualifications

  • Familiarity with cloud data warehousing solutions (e.g., Snowflake) is a plus.
  • Experience with messaging systems, caching mechanisms, and related technologies.
  • Financial markets knowledge and experience working in a fast-paced, dynamic environment.

This role offers a unique opportunity to significantly influence the development and evolution of our security risk generation process.

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: $ 175,000.00 - $ 240,000.00

About Pacific Investment Management Company

Pacific Investment Management Company (PIMCO) is an investment management firm that provides a range of investment solutions to clients worldwide. The firm offers a variety of investment strategies, including fixed income, equities, commodities, and real estate. PIMCO was founded in 1971 and is based in Newport Beach, California. The firm has offices in North America, Europe, and Asia.
Learn more about Pacific Investment Management Company
Size
3,000 employees
Industry
Founded
1971

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