PIMCO is expanding its Structured Products Analytics team and seeking a Quantitative Developer to contribute to prepayment and credit model implementation, risk analytics, and analytics platform development. The role involves working with RMBS, CMBS, and ABS data in a cloud-based environment.
The candidate will collaborate across researchers, analytics, and production teams to deliver scalable, governance-driven analytics with a focus on performance and reliability.
#J-18808-LjbffrVP, Quantitative Research - Structured Finance Analytics in new york at Unknown Company
This position is listed as full time and onsite.