Executive Vice President, Portfolio Manager (Pacific Investment Management Company LLC (PIMCO) –Newport Beach, CA); Multiple positions available. Offered salary range of $340,000 to $380,000 per year. Generate systemic trading models by discovering, evaluating, and utilizing alternative new data sources with an emphasis of effectively positioning data. Collaborate with technologists, traders and other researchers to build robust systematic trading strategies. Leverage systematic multi-strategy techniques to adapt, modify, and optimize systematic volatility trading strategies and cross asset-class research. Construct and optimize portfolios in the presence of real-world constraints. Perform a deep analysis of model performance, TCA, and risk management. Mentor junior researchers, run critical projects, and assist in overall management of the team. Conduct empirical data analysis that can be tested and applied. Design and build a host of new quantitative initiatives.
Requires a Master’s degree (or foreign equivalent) in Mathematics, Finance, or a related field and 5 years of experience in the job offered or in portfolio management. Must have 5 years of experience in each of the following: fundamental analysis; financial modeling; trade evaluation and trade sizing; coding strategies using Python or similar; portfolio management experience of large systematic funds and/or live systematic trading strategies within such funds; researching portfolio construction and combining statistical forecasts; evaluating portfolio risk and making necessary adjustments; and, developing systematic trading strategies. Experience may be gained concurrently.
Apply with resume to Lupe.Rubalcaba@pimco.com. Reference Job ID: 7638842