Investment Valuation and Quantitative Modeling Director

Investment Valuation and Quantitative Modeling Director

We are actively seeking a talented professional to join our Investment Risk Team in Newport Beach, CA. This role is in the office 4 days/week.

Responsibilities

• Develop analytics and insights that can 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.
• Demonstrated ability to clearly articulate complex quantitative concepts, modeling assumptions, and valuation results to diverse stakeholders including investment professionals, accounting leaders, and external auditors.
• Experience modeling and valuing corporate credit, residential and commercial loans, private and public ABS, CMBS, RMBS, CFOs, CLOs, and derivatives including swaps, options, futures, forwards, and other hedging instruments.
• MFE or PhD degree in a quantitative area such as Finance, Math, Engineering, or a related field.
• Demonstrated experience in coding languages such as MATLAB, SAS, R, Python, etc., including automation of production processes.
• Demonstrated experience with investment analytical systems such as Bloomberg, Intex, RiskSpan, FactSet, Aladdin, CoStar, Trepp, Moody's, S&P, etc.

Preferred Qualifications

• Demonstrated experience with private ABS, inclusive of securities backed by esoteric collateral.
• Strong professional judgment and comfort making defensible valuation decisions in the presence of limited data, model uncertainty, and evolving market conditions.
• Experience with Asset Liability Management (ALM), regulatory capital, and statutory accounting.
• CFA/FRM designation.

Base Pay Range

$203,760.00 - $249,040.00

Your Benefits Start Day 1

• 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 401(k) savings plan with company match and an additional contribution regardless of participation.

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.