Quant jobs / PIMCO

Quantitative Developer – Portfolio Management Analytics (C++)

A senior C++ developer on PIMCO's portfolio management analytics team, which runs the platform for pre-trade and risk valuations across fixed income. It is a hands-on engineering role.

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.

Develop and maintain the C++ analytics platform and its releases
Work on high performance and cloud computing components
Add messaging and caching layers
Integrate C++ code with Python and other languages
Improve code quality and production robustness

What they ask for

Required

Master's in computer science or hard science/engineering
5 to 10 years with large analytics systems
Modern C++, STL and boost
Cross-language integration (boost-python)
Software design patterns
Attention to detail

Preferred

Fixed income trading systems experience

Education: Master's in computer science or a hard science/engineering subject.
Experience: 5–10 years with large-scale analytics systems at top financial firms
Languages and tools: C++
Python
Markets: fixed-income

How to prepare

Write a modern C++ library with Python bindings (pybind11 or boost-python)
Learn how bond pricing and risk analytics are structured
Study concurrency, caching and messaging patterns
Practise profiling and performance tuning

What to study

The HFT Quant Developer 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.