Quant jobs / PIMCO

2027 PhD/MFE Summer Intern – Quantitative Portfolio Manager

A summer internship with PIMCO's quant portfolio management team, which runs systematic strategies such as managed futures and alternative risk premia. Interns work on signals and portfolio construction projects.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Research new alpha signals or improve existing ones
Analyse transaction costs for systematic strategies
Work on portfolio construction and optimisation
Test ideas on large real-world datasets

What they ask for

Required

PhD or master's candidate in finance, economics, statistics, computer science, OR, physics or maths
Asset pricing and optimisation knowledge
Statistics and econometrics
Python
Independent research ability
Writing and communication

Preferred

Fixed income market knowledge
AI tool use in projects

Education: PhD or master's candidate in a quantitative field, graduating Dec 2027 to June 2028.
Experience: Students; no prior experience stated
Languages and tools: Python
Markets: multi-asset, fixed-income, fx, equities, commodities

How to prepare

Backtest a trend-following signal across futures and test its costs
Learn alternative risk premia concepts (carry, value, momentum)
Practise portfolio optimisation with constraints
Write a clear summary of a signal study

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on PIMCO’s site before applying: requirements, location and pay can change after we check them.

View the posting on PIMCO’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with PIMCO and doesn’t handle applications.