Director, Quantitative Investment Modeling and Support
Pacific Life · United States · 1mo ago
Job Description:
Providing for loved ones, planning rewarding retirements, saving enough for whatever lies ahead – our policyholders count on us to be there when it matters most. It’s a big ask, but it’s one that we have the power to deliver when we work together. We collaborate and innovate – pushing one another to transform not just Pacific Life, but the entire industry for the better. Why? Because it’s the right thing to do. Pacific Life is more than a job, it’s a career with purpose. It’s a career where you have the support, balance, and resources to make a positive impact on the future – including your own.
We’re actively seeking a talented Director, Quantitative Investment Modeling & Support to join our Investment Risk Team in Newport Beach, CA.
As a Director, Quantitative Investment Modeling & Support, you’ll move Pacific Life, and your career, forward by advancing the organization’s ability to develop, validate, and quantify cashflow models for complex and illiquid asset classes and publicly traded investments. You will fill a new role that sits on the Investment Risk division working in a matrix environment with other quants and risk professionals, accounting leaders, investment professionals, and senior actuaries.
How you'll help move us forward:
Develop analytics and insights that can support the execution of:
Pacific Life Risk Management’s oversight of investment modeling across the investment portfolio.
Support and development (including code development) for production processes including quarterly cash flow generation and market risk analytics for all assets.
Providing insights and support to actuaries on investment modeling.
Drive business outcomes, have leadership attributes, and have the aptitude to transform concepts into actionable quant models.
The experience you will bring:
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 in coding in languages such as MATLAB, SAS, R, Python, etc., including automation of production processes including analytic and cashflow generation.
Demonstrated 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 a broad range of asset classes including but not limited to:
Public fixed-income securities.
Public structured products including CLOs, CMBS, RMBS, and ABS.
Private ABS, inclusive of securities backed by esoteric collateral.
Commercial and residential loans.
Derivatives, including 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 in 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.
You can be who you are.
We are committed to a culture of diversity and inclusion that embraces the authenticity of all employees, partners and communities. We support all employees to thrive and achieve their fullest potential. What’s life like at Pacific Life? Visit Instagram.com/lifeatpacificlife
#LI-EH2
Base Pay Range:
The base pay range noted represents the company’s good faith minimum and maximum range for this role at the time of posting. The actual compensation offered to a candidate will be dependent upon several factors, including but not limited to experience, qualifications and geographic location. Also, most employees are eligible for additional incentive pay.
$203,760.00 - $249,040.00Your Benefits Start Day 1
Your wellbeing is important to Pacific Life, and we’re committed to providing you with flexible benefits that you can tailor to meet your needs. Whether you are focusing on your physical, financial, emotional, or social wellbeing, we’ve got you covered.
Prioritization of your health and well-being including Medical, Dental, Vision, and Wellbeing Reimbursement Account that can be used on yourself or your eligible dependents
Generous paid time off options including: Paid Time Off, Holiday Schedules, and Financial Planning Time Off
Paid Parental Leave as well as an Adoption Assistance Program
Competitive 401k savings plan with company match and an additional contribution regardless of participation
You Can Be Who You Are
We are committed to a culture of diversity and inclusion that embraces the authenticity of all employees, partners and communities. We support all employees to thrive and achieve their fullest potential.
What’s life like at Pacific Life? Visit Instagram.com/lifeatpacificlife
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.