Director, Quantitative Investment Modeling and Support (Newport Beach)

Position Overview

We’re actively seeking a talented Director, Quantitative Investment Modeling & Support to join our Investment Risk Team in Newport Beach, CA. As Director, you will develop, validate, and quantify cashflow models for complex and illiquid asset classes and publicly traded investments.

Responsibilities

Develop analytics and insights that support Pacific Life Risk Management’s oversight of investment modeling across the investment portfolio

Support and develop production processes, including quarterly cash flow generation and market risk analytics for all assets

Provide insights and support to actuaries on investment modeling

Drive business outcomes, demonstrate leadership attributes, and transform concepts into actionable quantitative models

Qualifications

5 10+ years of direct experience modeling complex and illiquid assets such as corporate credit, residential and commercial loans, private and public ABS, CMBS, RMBS, CFOs, CLOs, etc.

MFE or PhD degree in a quantitative area such as Finance, Math, Engineering, or a related field

CFA/FRM designation is preferred

Demonstrated experience coding in languages such as MATLAB, SAS, R, Python, etc., and automating production processes including analytic and cashflow generation

Experience with investment analytical systems such as Bloomberg, Intex, RiskSpan, FactSet, Aladdin, CoStar, Trepp, Moody’s, S&P, etc.

In depth knowledge and experience across asset classes including:

Public fixed income securities

Public structured products (CLOs, CMBS, RMBS, and ABS)

Private ABS, including securities backed by esoteric collateral

Commercial and residential loans

Derivatives (swaps, options, futures, forwards, and other hedging instruments)

What Makes You Stand Out

First hand, in depth knowledge of investment risk methodologies and quantitative decision making to work with investment professionals and actuaries

Expert level knowledge and experience modeling a broad range of investments and applying best practices in quantitative methods and strategies to the investment/risk management process

Experience with Asset Liability Management (ALM), regulatory capital, and statutory accounting is a plus

Benefits

Medical, Dental, Vision, and Wellbeing Reimbursement Account for you or your eligible dependents

Generous paid time off options, including PTO, holiday schedules, and financial planning time off

Paid parental leave and adoption assistance program

Competitive 401(k) savings plan with company match and additional contribution regardless of participation

Base Pay Range

$203,760.00 – $249,040.00

EEO Statement

Pacific Life Insurance Company is an Equal Opportunity /Affirmative Action Employer, M/F/D/V. If you are a qualified individual with a disability or a disabled veteran, you have the right to request an accommodation if you are unable or limited in your ability to use or access our career center as a result of your disability. To request an accommodation, contact a Human Resources Representative at Pacific Life Insurance Company. #J-18808-Ljbffr

Full Time