Quant jobs / PIMCO

Quant Research Analyst – Specialty Finance / Securitization

A senior quant working with PIMCO's alternatives deal team on consumer credit and specialty finance investments. You supply the empirical analysis that supports underwriting and pricing.

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.

Analyse consumer loan pools such as mortgage, auto and student loans
Price and value securitised loan assets against alternatives
Monitor portfolio performance for existing investments
Maintain consumer credit outlooks
Analyse esoteric assets such as SME loans and receivables finance

What they ask for

Required

Advanced quantitative degree
Statistical modelling of consumer credit
Financial mathematics, probability and statistics
5+ years front-office quant experience
Python or similar scripting
R, SAS or SQL data analysis

Preferred

Intex and bond cash flow modelling

Education: Advanced degree in maths, science, engineering, statistics or physics.
Experience: 5+ years in front-office quant roles at a sell-side or buy-side firm
Languages and tools: Python
R
SAS
SQL
Markets: credit, fixed-income

How to prepare

Build a loan-level default and prepayment model on public mortgage data
Learn bond cash flow waterfalls and how tranches are valued
Practise explaining model results to portfolio managers
Study consumer credit performance drivers

What to study

The Quantitative Researcher 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.