Director of Quantitative Investment Modeling & Risk

Pacific Asset Management, LLC; Newport Beach (CA); On-site; USD 203,760 - 249,040; Full time

Benefits offered by this job

Medical, Dental, and Vision coverage

Generous paid time off options

Paid parental leave

Job summary

Pacific Asset Management, LLC is actively seeking a talented Director, Quantitative Investment Modeling & Support to join our Investment Risk Team in Newport Beach, CA. In this role, you will develop, validate, and quantify cashflow models for complex and illiquid asset classes and publicly traded investments.

Ideal candidates will have 5-10+ years of experience in investment modeling, an advanced degree in a quantitative field, and strong programming skills. The role offers benefits including medical coverage and a competitive 401(k) plan.

Qualifications

• 5-10+ years of direct experience in investment modeling.
• Experience coding and automating processes in quantitative areas.
• CFA/FRM designation preferred.

Responsibilities

• Develop analytics for investment modeling oversight.
• Support quarterly cash flow generation and market risk analytics.
• Provide insights to actuaries on investment modeling.

Skills

Modeling complex and illiquid assets

Programming in MATLAB, SAS, R, Python

Investment analytical systems knowledge

Education

MFE or PhD in Finance, Math, or Engineering

Tools

Bloomberg

RiskSpan

FactSet

Job description

Pacific Asset Management, LLC is actively seeking a talented Director, Quantitative Investment Modeling & Support to join our Investment Risk Team in Newport Beach, CA. In this role, you will develop, validate, and quantify cashflow models for complex and illiquid asset classes and publicly traded investments.

Ideal candidates will have 5-10+ years of experience in investment modeling, an advanced degree in a quantitative field, and strong programming skills. The role offers benefits including medical coverage and a competitive 401(k) plan.