Quant jobs / PIMCO

VP, Quantitative Developer – Structured Products Analytics

A quantitative developer in PIMCO's structured products analytics team, working on prepayment, credit and cash flow models for RMBS, CMBS and ABS. It also builds the cloud analytics platform.

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.

Implement prepayment, credit and cash flow models for securitised products
Use the Intex CMO API with mortgage datasets
Build analytics and risk measures across structured products
Scale the cloud analytics platform for heavy computation
Use AI-assisted tools within model governance rules

What they ask for

Required

Master's or higher in a quantitative STEM field
3 to 5 years of financial software development
C++ and Python
3+ years on securitised products analytics
Intex CMO API
Structured finance deal mechanics
Cloud computing

Education: Master's or higher in computer science, maths, financial engineering, statistics, physics or similar.
Experience: 3–5 years of software development in financial services
Languages and tools: C++
Python
Markets: fixed-income, credit

How to prepare

Model a simple mortgage pool with prepayment and default curves and project cash flows
Learn RMBS and ABS waterfall mechanics
Practise building scalable Python and C++ services
Study prepayment models and how they feed valuation

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.