About this role
Quantitative Research Analyst, Mortgages at PIMCO. Location: London, England, United Kingdom. Role: modeling cashflows, implementing models, supporting managers Requirements: Masters or PhD in quantitative field, 3+ years front-office quant experience, strong Python and modeling skills (Monte Carlo, prepayment/cashflow), familiarity with mortgage products and Intex, experience with SAS/R and Linux/Unix/Bash/SQL. Category: Research and Development (R&D) Seniority: Mid Level Tools: Python, Intex, SAS, R, Linux, Unix, Bash, SQL Commitment: Full Time Workplace: Onsite Languages: English