Director, Quantitative Investment Modeling and Support

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Overview We’re actively seeking a talented Director, Quantitative Investment Modeling & Support to join our Investment Risk Team in Newport Beach, CA. The role focuses on advancing the organization’s ability to develop, validate, and quantify cashflow models for complex and illiquid asset classes and publicly traded investments. This position sits on the Investment Risk division, working in a matrix environment with other quants and risk professionals, accounting leaders, investment professionals, and senior actuaries.
Is this the next step in your career Find out if you are the right candidate by reading through the complete overview below. Responsibilities Develop analytics and insights that support the execution of: Pacific Life Risk Management’s oversight of investment modeling across the investment portfolio.
Production processes including quarterly cash flow and market risk analytics for all assets (including code development).
Providing insights and support to actuaries on investment modeling.
Drive business outcomes, demonstrate leadership, 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, CLOs, etc.
MFE or PhD in a quantitative field (Finance, Math, Engineering, etc.). CFA/FRM designation is a plus.
Demonstrated experience coding in MATLAB, SAS, R, Python, etc., including automation of production processes and analytics and cashflow modeling.
Experience with investment analytical systems such as Bloomberg, Intex, RiskSpan, FactSet, Aladdin, Trepp, Moody’s, S&P, etc.
Knowledge across asset classes including public fixed-income, public structured products (CLOs, CMBS, RMBS, ABS), private ABS, commercial and residential loans, and derivatives (swaps, options, futures, forwards, hedging instruments).
What makes you stand out In-depth knowledge of investment risk methodologies and quantitative decision-making to work with investment professionals and actuaries.
Expert-level modeling experience across a broad range of investments and applying best practices in quantitative methods to risk management.
Experience with Asset Liability Management (ALM), regulatory capital, and statutory accounting is a plus.
Inclusive culture You can be who you are. People come first here. We’re committed to an inclusive workforce. Learn more about how we create a welcoming work environment at www.pacificlife.com. What’s life like at Pacific Life? Visit Instagram.com/lifeatpacificlife. 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 experience, qualifications, and geographic location. Also, most employees are eligible for additional incentive pay. $198,810.00 - $242,990.00 Your 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. Health benefits including Medical, Dental, Vision, and Wellbeing Reimbursement Account.
Generous paid time off options including Paid Time Off, Holidays, and Financial Planning Time Off.
Paid Parental Leave and Adoption Assistance Program.
Competitive 401k with company match and additional contribution regardless of participation.
EEO Statement Pacific Life Insurance Company is an Equal Opportunity / Affirmative Action Employer, M/F/D/V. If you require an accommodation during the application process, contact a Human Resources Representative at Pacific Life Insurance Company.
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Location:
Newport Beach, CA
Job Type:
FullTime
Category:
Accountancy

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