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PIMCO

PIMCO

www.pimco.com

3 Jobs

4,097 Employees

About the Company

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.

Terms and conditions: www.pimco.com/gbl/en/general/legal-pages/pimco-on-social-media

Listed Jobs

Company background Company brand
Company Name
PIMCO
Job Title
Quantitative Research Analyst
Job Description
**Job Title:** Quantitative Research Analyst **Role Summary:** Perform quantitative analysis, modelling, and pricing of asset‑backed and credit products for the alternatives front‑office trading team. Provide deal assessment, relative‑value analysis, and post‑trade surveillance to support Portfolio Managers across US, Europe, and Asia markets. **Expectations:** - Deliver accurate valuation and risk assessments for new and existing transactions. - Develop and maintain pricing and surveillance tools in Python. - Collaborate closely with Portfolio Managers and other front‑office stakeholders. - Contribute to the growth of the alternatives product suite. **Key Responsibilities:** - Conduct initial deal valuations using data analysis, statistical modelling, and asset‑pricing theory. - Build and implement pricing models for structured finance, credit, and rates assets. - Design automated frameworks for trade monitoring, collateral reporting, and performance surveillance. - Integrate models into existing codebase and support ongoing enhancements. - Assist with structuring and liability‑side analysis (e.g., SPV mechanics). - Communicate findings and recommendations to senior investment teams. **Required Skills:** - Advanced quantitative abilities in asset pricing, probability theory, and cash‑flow/bond mathematics (e.g., OAS). - Strong Python programming proficiency; experience with large codebases and production deployment. - Familiarity with Linux/Unix/Bash and SQL (preferred). - Experience with asset‑backed structured products, Intex, and empirical modelling (preferred). - Ability to create and automate pricing/surveillance frameworks. - Excellent communication and relationship‑building skills with portfolio managers. **Required Education & Certifications:** - Master’s degree or PhD in Mathematics, Physics (non‑experimental), Probability/Statistics, Engineering, or (Mathematical) Finance. - Minimum 3 years of front‑office quantitative experience at a top buy‑side or sell‑side institution. - No specific certifications required; relevant quantitative or finance credentials are a plus.
London, United kingdom
On site
Junior
26-12-2025
Company background Company brand
Company Name
PIMCO
Job Title
2026 Summer Internship – Client Solutions & Analytics Analyst, EMEA
Job Description
**Job Title** Summer Internship – Client Solutions & Analytics Analyst, EMEA **Role Summary** Intern to join the Client Solutions & Analytics team in London, supporting account managers and portfolio managers by delivering quantitative insights, market updates, and client-facing materials. The role focuses on portfolio construction, risk analysis, and performance attribution across public pensions, endowments, sovereign wealth funds, and financial advisors. **Expectations** - Full‑time participation from June 8 – August 14 2026. - Begin full‑time employment at PIMCO between January 2027 and August 2027. - Enrolled in university during Aug 2026 – Dec 2026. - Business proficiency in English; willing to work in London. **Key Responsibilities** - Conduct market and economic research; prepare brief market update notes. - Assist in portfolio construction, risk‑return analysis and performance attribution. - Develop competitor intelligence reports and client presentation decks. - Compile portfolio commentaries and client‑specific insights. - Complete at least one capstone project and present findings to senior staff. **Required Skills** - Strong analytical and detail‑oriented mindset. - Proficiency in Microsoft Excel and PowerPoint. - Excellent written and verbal communication skills. - Effective time‑management and organizational abilities. - Ability to collaborate with cross‑functional teams and present to diverse audiences. **Required Education & Certifications** - Currently pursuing an undergraduate degree in Business, Finance, Economics, Mathematics, Engineering or applied science. - No specific certifications required.
London, United kingdom
On site
04-01-2026
Company background Company brand
Company Name
PIMCO
Job Title
Market Data Software Engineer
Job Description
**Job title** Market Data Software Engineer **Role summary** Lead the design, implementation, and operation of a low‑latency market data ingestion, normalization, and distribution platform for a global asset‑management firm. Own architecture, roadmap, and a multi‑location engineering team. Deliver highly available, secure, and compliant data services for trading, analytics, risk and operations. **Expectations** - Sprint to end‑to‑end delivery of low‑latency pipelines (FIX, ITCH/OUCH, FAST/SBE, multicast). - Maintain ultra‑low latency while meeting reliability, security, and compliance goals. - Mentor, grow, and retain a distributed engineering team. - Negotiate vendor SLAs and manage cost and risk. - Own budgeting, headcount, and career development. - Drive modernization toward cloud‑native, streaming‑first infrastructure without compromising latency. **Key responsibilities** 1. Define and evolve market‑data architecture, data‑quality, lineage, and governance framework. 2. Design, build, and maintain low‑latency feed‑in and feed‑out components: Java core, Python networking (kernel‑bypass, zero‑copy). 3. Enable high‑availability routes and rapid failover between exchanges and internal consumers. 4. Align with trading desks, quants, risk, and operations to capture data requirements and SLA targets. 5. Own vendor connectivity projects: contract negotiation, SLA management, cost optimization. 6. Implement end‑to‑end monitoring, alerting, and corrective‑action processes; drive reliability and incident response. 7. Plan and execute modernization to cloud‑native, event‑driven architectures while preserving latency goals. 8. Enforce security, compliance, and risk controls (data privacy, access management). 9. Lead budgeting, headcount planning, and professional growth of distributed engineering teams. 10. Maintain strong stakeholder communication; present technical strategy to executives and non‑technical partners. **Required skills** - 7+ years in investment‑management or real‑time financial infrastructure. - Proven delivery of high‑performance, low‑latency systems in financial services. - Strong object‑oriented programming; proficiency in Java and Python scripting. - Hands‑on experience with kernel‑bypass networking, zero‑copy, and high‑throughput message parsing. - Intermediate SQL/database query expertise. - Experience with market‑data protocols/feeds (FIX, ITCH/OUCH, FAST/SBE, Bloomberg, Reuters, TradeWeb, MarketAxess). - Familiarity with AWS/GCP/Azure, containers (Docker/Kubernetes), CI/CD, and IaC. - Data governance, lineage, cataloging, and metadata management knowledge. - Vendor management, negotiation, and cross‑functional collaboration skills. - Ability to mentor and grow a multi‑location engineering team. - Strong analytical, problem‑solving, and communication abilities. **Required education & certifications** - Bachelor’s degree in Computer Science, Engineering, or related field. - Advanced degree (M.S./Ph.D.) desirable. - CFA or equivalent finance experience a plus. - No mandatory certifications required.
London, United kingdom
On site
Senior
17-01-2026