Vice President, Quantitative Research Greater Santa Ana, CA Area

The Company is seeking a quantitative developer to contribute to structured products analytics, risk measurement, and analytics platform development. The role involves partnering with quantitative researchers and portfolio analytics teams to build and enhance solutions for securitized products, and implementing prepayment, credit, and cash flow models. The successful candidate will help develop a scalable cloud-based platform for large-scale data processing and high-performance computation, supporting both research and production workflows. Responsibilities also include contributing to software engineering practices, testing, code quality, and production support, while using AI-enabled tools in accordance with model governance, data security, and quality standards. Candidates must hold a master’s degree or higher in computer science, mathematics, financial engineering, statistics, physics, or another quantitative STEM discipline. The role requires 3–5 years of hands-on software development experience in financial services, strong C++ and Python skills, and at least three years developing analytics or technology for securitized products. Experience with the Intex CMO API, structured finance deal structures, cash flow mechanics, and security-level analytics is required. Applicants should also understand how to integrate prepayment and credit models into analytical workflows and have experience building scalable systems in cloud environments.

Hiring Company

PIMCO