Director, Quantitative Investment Modeling and Support

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

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.