Pacific Investment Management Company

VP/SVP, Quantitative Equity Research Analyst

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

Qualifications

  • Undergraduate degree in finance, economics, computer science, statistics, engineering, econometrics, or related field; advanced degree is a plus.
  • 5+ years in systematic equity investing with a focus on medium to low frequency strategies.
  • Proven ability to generate unique alpha research ideas across multiple dimensions.
  • Experience predicting returns and modeling individual sectors and companies.
  • Proficient in portfolio construction and optimization; transaction cost modeling experience is a plus.
  • Expertise in Python programming for research and production-level coding.
  • Strong analytical and quantitative skills with a focus on detail and results-driven approaches.
  • Strong communication skills for conveying research to diverse stakeholders. Optional experience in machine learning techniques.

Responsibilities

  • Generate innovative ideas for alpha generation in equity markets.
  • Source and evaluate relevant data to develop quantitative signals.
  • Conduct back testing on signals and integrate them into live trading strategies.
  • Collaborate with cross-functional teams to drive new initiatives in systematic equity.
  • Monitor and adapt strategies to evolving market conditions and alpha patterns.

Benefits

  • Working in a rapidly growing systematic equity business at a reputable firm.
  • Opportunity to influence new initiatives and expand equity signal sets.
  • Collaboration with a diverse team of experienced professionals.
  • Chance to leverage advanced quantitative techniques and technologies.
  • Access to training and development opportunities to enhance skills.
Full Job Description
JOB DESCRIPTION

PIMCO has relied on quantitative strategies and intellectual rigor to drive alpha in markets for over 30 years. We are seeking an experienced Quantitative Equity Research Analyst for our rapidly growing systematic equity business to accelerate alpha research, broaden our equity signal set beyond single name equities, and help drive new initiatives within our Equities, Portfolio Management - Implementation team.

The ideal candidate will have 5+ years of experience in systematic investing in equities, with exposure to low-to-medium frequency strategies and differentiated alpha signals. This includes but is not limited to: style-timing, event-driven signals such as filings, corporate actions and index events, and strategies based on flow, positioning and crowding-related dynamics, including ETF-driven flows.

Daily responsibilities include generating ideas for alpha generation in equities, sourcing and evaluating relevant data to develop signals, back testing and incorporating signals into live strategies.


REQUIREMENTS
  • Undergraduate degree in finance, economics, computer science, statistics, engineering, econometrics, or a related field. Advanced degree is a plus

  • Minimum of 5 years of experience in the financial industry developing medium to low frequency systematic equity alpha signals with proven ability to generate differentiated research ideas

  • Experience predicting returns, modeling individual sectors and companies, and generating alpha ideas across style, country, and sector timing, event-driven signals, flow, positioning and crowding-related dynamics.

  • Experience in portfolio construction and good understanding of optimization. Transaction cost modeling experience is a plus

  • Proficiency with Python programming, including writing production-quality code and contributing to research and production engines

  • Excellent analytical and quantitative skills, with strong attention to detail and ability to drive results

  • Strong communication skills with ability to communicate research to key stakeholders and clients (including non-technical audiences)

  • Strong investment intuition and understanding of finance, statistics, econometrics

  • Would be an added benefit to have exposure to non-traditional modeling techniques ("machine learning").

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 - $ 292,000.00

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

Similar Jobs

More Jobs at Pacific Investment Management Company

More Finance & Insurance Jobs

Find similar VP/SVP, Quantitative Equity Research Analyst jobs: