Vice President, Portfolio Manager

Vice President, Portfolio Manager (Pacific Investment Management Company LLC (PIMCO) – Newport Beach, CA); Multiple positions available. Develop, present, and execute trading strategies using a quantitative approach supported by rigorous macroeconomic reasoning to productionize strategies into trading signals for execution on the trading floor. Construct robust portfolios using formal optimization theories and techniques including analysis, filtering, and transforming trading signals into portfolio weights which maximize risk-adjusted returns. Conduct mathematical modeling of portfolios for the Portfolio Management group by assessing portfolio risk, position weights, and financial products against client guidelines and benchmarks, and re-balancing portfolio models to target weights as necessary. Conduct quantitative research, financial analytics, and financial modeling to develop short-term and long-term financial forecasts and generate related strategy and trading recommendations.

Requires a Master’s degree (or foreign equivalent) in Finance, Mathematics, or a related quantitative field and 2 years of experience in the job offered or in quantitative research and analytics. Must have 2 years of experience in each of the following: Portfolio Analysis; Conducting financial analytics and modeling of loan portfolios; Researching and assessing assets, including small-medium enterprise loans, trade-finance, non-performing and performing consumer loans; Estimate cost/value of embedded structure and deal optionality; and Computer programming languages, including Python, Java, C, SQL, and VBA. Experience may be gained concurrently.

We are offering a salary range of $158,500 to $198,500 per year. Apply with resume to Lupe.Rubalcaba@pimco.com. Reference Job ID: 7190559.