Quant jobs / PIMCO

2027 PhD Summer Intern – Portfolio Management, Quantitative Research Analyst

A PhD summer internship in PIMCO's PM Analytics team, which gives portfolio managers quantitative models for alpha, risk, allocation and execution. You complete a project under a mentor and present it at the end.

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.

Run econometric studies of historical returns
Build empirical or risk-neutral valuation models
Analyse transaction data to improve trade execution
Present findings to the team

What they ask for

Required

PhD candidate in finance, economics, statistics, computer science, OR, physics or maths
Asset pricing and fixed income knowledge
Time series and panel econometrics
Python
Analytical and communication skills

Preferred

C++
AI tool use in projects

Education: PhD candidate from a strong quantitative programme, graduating Dec 2027 to June 2028.
Experience: Students; no prior experience stated
Languages and tools: Python
C++
Markets: fixed-income, credit, multi-asset

How to prepare

Run a transaction cost analysis on public trade data
Revise panel and time-series econometrics
Learn the basics of fixed income valuation
Prepare a short project presentation

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.