Stephen Schulist
Financial Engineer at PIMCO
- Role
- Financial Engineer at PIMCO
- Location
- Newport Beach, CA, US
- LinkedIn followers
- 500 followers
Experience
Financial Engineer
Jul 1996 — Present
Desk quant for Treasury, muni, corportate, and EM desks. Built splines of multiple currencies for rich/cheap analysis. Built one factor rate and two factor credit models (BDT, HL, Vasicek). Built pricing models for bonds, swaps, callable bonds, munis, Bradys, money market and bond futures, swaptions, CDS. Designed and built portfolio level fixed income risk systems. Responsible for calculating risk measures for tens of thousands of securities daily. Worked closely with data integrity, asset setup, pricing, and model validation teams. Worked daily with portfolio managers and traders on pricing new deals and managing risk. Met regularly with PIMCO clients to demonstrate and explain our risk systems and their portfolios. Provided quantitative analysis to PIMCO’s investment committee.
Education
UCLA
MS
1987 — 1989
Santa Clara University
BS
1983 — 1987
Skills
- Securities
- Portfolio Management
- Capital Markets
- Microsoft Excel
- C++
- Mathematics
- Mathematica
- Sql
- Options
- Bloomberg
- Financial Risk
- Fixed Income
- Oracle Sql
- Bonds
- Financial Modeling
- Sybase
- Python
- Risk Management
- Object Oriented Design
- Derivatives
- Valuation
- Vba
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