Pimco

Overview

The Quantitative Portfolio Management Summer Intern will work with the Quant PM team to develop and manage systematic investment strategies, covering asset classes including Rates, FX, Equities, Commodities, and Vol. The role involves the full investment lifecycle, from idea generation and signal testing to portfolio construction and deployment.

About Pimco

PIMCO is a global leader in active fixed income, founded in 1971 in Newport Beach, California. The firm is committed to delivering superior investment returns, solutions, and service to clients through a high-performance, inclusive culture that values collaboration, openness, responsibility, and excellence.

Requirements & Eligibility

• Ph.D. or Master's candidate from a top program in quantitative fields such as Finance, Economics, Statistics, Computer Science, Operations Research, Physics, or Mathematics.
• Expected graduation between Dec 2027 and June 2028.
• Business proficient in English.
• Strong interest and background in quantitative disciplines, with knowledge of asset pricing, economic theory, optimization methods, and fixed income markets.
• Formal training in empirical research, particularly in statistics and econometrics.
• Experience in analyzing large unstructured real-world datasets.
• Proficiency in programming, with a strong preference for Python.
• Excellent analytical and creative research skills.

Key Responsibilities

• Conduct alpha research on new signals.
• Enhance and extend existing signals.
• Perform transaction cost analysis.
• Assist in portfolio construction and optimization.
• Participate in PIMCO Fundamentals Training.
• Engage in cross-divisional education, networking, and social events.
• Utilize AI-powered tools to solve problems and drive outcomes.

Interview Process