PIMCO Quantitative Developer in New York, New York
PIMCO Portfolio Management Analytics is seeking a strong python developer and data scientist to support the Quantitative Portfolios Group. The position is in the Quantitative Data Delivery group, part of the Analytics Platform and Delivery team.
Portfolio Management Analytics Overview
We are a group of financial engineers who develop quantitative models to determine value, opportunities and risk across all types of securities and portfolios. We are avid consumers of data and prolific producers of model results. The Quantitative Data Delivery group was recently formed to apply modern data-science techniques to improve the reliability, organization, quantity and quality of the data coming in and out our models. Model data reliability is increasingly important as these outputs are been used as signals for trade generation.
* Develop and implement algorithms that detect anomalies with the data coming in or out of financial models and simulated trades.
* Improve the overall platform for monitoring models
* Work with portfolio managers and financial engineers to establish recommendations for model- and trade- code development that would improve their reliability.
* Work with the ETL team to improve mechanisms of data ingestion and verification.
* Work with technology group to leverage their big data and machine learning infrastructure to the requirements of the group
The ideal candidate would be very strong python programmer and data munger. 80% of the role will probably be in those activities. The candidate should have solid statistics and machine learning credentials, so he/she could contribute new techniques and algorithms while collaborating with some of the most accomplished financial engineers in the world. We believe the role is an ideal opportunity for a strong developer and data scientist who wants to contribute and have direct exposure to the quantitative financial world.
* Strong academic background from a leading, accredited college or university
* Technically-oriented degree preferred (Computer Science, Statistics, Economics, Mathematics, Physics, IEOR or a related field)
* Strong familiarity with python and programming/computer science
* Strong mathematical and statistical modeling skills, as well as data manipulation/interpretation skills
* Familiarity with machine learning techniques
* Strong writing ability and communication skills
* Ability to work in a demanding, client-focused environment
* Must be a self-starter with the ability to both collaborate and work independently
We are an Equal Opportunity Employer and do not discriminate against any employee or applicant for employment because of race, color, sex, age, national origin, religion, sexual orientation, gender identity, status as a veteran, and basis of disability or any other federal, state or local protected class.
Employer's Job# 16255
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