Sr. Developer, Financial Engineering

  • Competitive
  • Austin, TX, USA
  • Permanent, Full time
  • PIMCO Europe Ltd
  • 18 Apr 19

Sr. Developer, Financial Engineering

About Us:

We are PIMCO, a leading global asset management firm. We manage investments and develop solutions across the full spectrum of asset classes, strategies and vehicles: fixed income, equities, commodities, asset allocation, ETFs, hedge funds and private equity. PIMCO is one of the largest investment managers, actively managing more than $1.66 trillion in assets for clients around the world. PIMCO has over 2,500 employees in 14 offices globally. PIMCO is recognized as an innovator, industry thought leader and trusted advisor to our clients.
PIMCO is one of the world's premier fixed income investment managers with thousands of professionals around the world united in a single purpose: creating opportunities for our clients in every environment. Since 1971, we have brought innovation and expertise to our partnership with the institutions, financial advisors and millions of individual investors who entrust us with their assets. We aspire to cultivate performance and leadership through empowering our people, diversity of thought, and a commitment to an inclusive culture that engages in our global communities.

Position Description:

What Does Client Solutions & Analytics do?
Client Solutions & Analytics (CS&A) conducts client-driven research and partners closely with clients to help solve practical issues related to asset allocation and risk management. The team aims to generate actionable investment insights for PIMCO's clients in order to add value beyond the portfolios that we manage. To do so, the team draws on PIMCO's proprietary analytics platform, forward-looking macroeconomic views, and deep asset class and sector expertise. The team employs a deep bench of global talent, including strategists, quantitative researchers, and dedicated technologists. It has developed a comprehensive suite of tools to help with portfolio risk factor analysis, optimization, scenario analysis, style analysis, and asset class valuations.

  • Participate in model and application development using Python

  • Participate in middle tier development using Java/JSON/Restful web services

  • Help with flagship application infrastructure, including user interface enhancements and end-to-end infrastructure for various client-facing financial models, using Java and C#. Prepare impact studies as needed

  • Actively participate in full development life cycle including design and review sessions with stakeholders, project managers and developers

  • Support Client Solutions and Analytics quantitative researchers as they transition their models to Python.

  • Maintain PowerPoint reporting framework; manage existing templates and build new reports using Java programming and Aspose

  • Troubleshoot data and/or software issues and be able to rapidly implement fixes

  • Provide timely and proactive level 3 support to end users

  • Write productivity tools and other ad-hoc tools as needed

  • Build/maintain application knowledge base



Position Requirements:

  • Bachelor's degree in Computer Science or equivalent. A higher degree in Computer Science or engineering is desirable.

  • Strong OOP skills with hands on experience in Python or Java is required

  • Intermediate SQL/Database Query experience required.

  • Strong analytical ability to learn independently from the code / reverse engineer.

  • Strong PC skills (Microsoft Office, Excel, Power Point, Word).

  • Knoweldge of Matlab is a strong plus

  • C# and C++ experience is a plus.

  • Knowledge of Bloomberg Terminal is a plus.

  • Exposure to finance (degree/CFA/work experience) is a plus.

  • High energy, self-starter, detail oriented, ability to work independently within the firm's demanding and highly focused team

  • Proactive about recognizing potential improvements or impending problems.

  • Excellent English communication skills, verbal and written.



Benefits:

PIMCO is committed to offering a comprehensive portfolio of employee benefits designed to support the health and wellbeing of you and your family. Benefits vary by location but may include:
  • Medical, dental, and vision coverage
  • Life insurance and travel coverage
  • 401(k) (defined contribution) retirement savings, retirement plan, pension contribution from your first day of employment
  • Work/life programs such as flexible work arrangements, parental leave and support, employee assistance plan, commuter benefits, health club discounts, and educational/CFA certification reimbursement programs
  • Community involvement opportunities with The PIMCO Foundation in each PIMCO office