Investment Valuation and Quantitative Modeling Director

Investment Valuation and Quantitative Modeling Director Location: Newport Beach, CA (Office 4 days/week) Responsibilities Develop analytics and insights to support the execution of Pacific Life Risk Management’s oversight of investment valuation across the investment portfolio. Own and enhance production processes (including code development) supporting quarterly valuation activities, cash flow generation, and market risk analytics for all assets. Provide insights, guidance, and expert judgment to stakeholders on investment modeling and valuation. Qualifications First‑hand, in‑depth knowledge of investment valuation methodologies and quantitative decision‑making to work with investment professionals and related stakeholders. 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. 5‑10+ years of direct experience modeling complex and illiquid assets. Strong communication skills to articulate complex quantitative concepts, modeling assumptions, and valuation results to diverse stakeholders. Experience modeling and valuing corporate credit, residential and commercial loans, private and public ABS, CMBS, RMBS, CFOs, CLOs, derivatives including swaps, options, futures, forwards, and hedging instruments. MFE or PhD in a quantitative area such as Finance, Math, Engineering, or a related field. Programming experience in MATLAB, SAS, R, Python, etc., including automation of production processes. Experience with investment analytical systems such as Bloomberg, Intex, RiskSpan, FactSet, Aladdin, CoStar, Trepp, Moody’s, S&P, etc. Preferred Qualifications Experience with private ABS, inclusive of securities backed by esoteric collateral. Strong professional judgment in making defensible valuation decisions with limited data, model uncertainty, and evolving market conditions. Experience with Asset Liability Management, regulatory capital, and statutory accounting. CFA or FRM designation. Benefits Competitive base pay ($203,760.00 - $249,040.00). Incentive pay eligibility. Health, Dental, Vision coverage and Wellbeing Reimbursement Account. Paid Time Off, Holiday Schedules, and Financial Planning Time Off. Paid Parental Leave and Adoption Assistance Program. Competitive 401(k) plan with company match and additional contribution. 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