Investment Valuation and Quantitative Modeling Director at Pacific Life

Newport Beach, California, United States -

Full Time

Start Date

Immediate

Expiry Date

30 May, 26

Salary

249040.0

Posted On

01 Mar, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Investment Valuation, Quantitative Modeling, Cashflow Models, Asset Valuation, Risk Management, Code Development, Corporate Credit Modeling, Loan Modeling, ABS Modeling, CMBS Modeling, RMBS Modeling, Derivatives Modeling, MATLAB, SAS, R, Python

Industry

Financial Services

Description

Job Description: Providing for loved ones, planning rewarding retirements, saving enough for whatever lies ahead – our policyholders count on us to be there when it matters most. It’s a big ask, but it’s one that we have the power to deliver when we work together. We collaborate and innovate – pushing one another to transform not just Pacific Life, but the entire industry for the better. Why? Because it’s the right thing to do. Pacific Life is more than a job, it’s a career with purpose. It’s a career where you have the support, balance, and resources to make a positive impact on the future – including your own. We’re actively seeking a talented Investment Valuation and Quantitative Modeling Director to join our Investment Risk Team in Newport Beach, CA. As an Investment Valuation and Quantitative Modeling Director you’ll move Pacific Life, and your career, forward by advancing the organization’s ability to develop, validate, and quantify cashflow models for complex and illiquid asset classes and publicly traded investments to support the quarterly asset valuation process. You will fill a new role that sits in a team of 12 people within the Corporate division. Your colleagues will include fellow quants with significant investment experience as well as investment professionals and accounting leaders. How you’ll help move us forward: 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. The experience you bring: 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. What makes you stand out: 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. 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 #LI-AJ1 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 several factors, including but not limited to experience, qualifications and geographic location. Also, most employees are eligible for additional incentive pay. $203,760.00 - $249,040.00 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. Whether you are focusing on your physical, financial, emotional, or social wellbeing, we’ve got you covered. 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 401k savings plan with company match and an additional contribution regardless of participation You Can Be Who You Are We are committed to a culture of diversity and inclusion that embraces the authenticity of all employees, partners and communities. We support all employees to thrive and achieve their fullest potential. What’s life like at Pacific Life? Visit Instagram.com/lifeatpacificlife 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. We’re over 150 years old, but there’s more to us than heritage. We’re ambitious. We’re committed to building a better future – for our organization, our employees, our customers, and our communities – and we have the experience, resources, and financial strength to make it happen. We’re investing in innovation. We’re honing our expertise. We’re empowering our people: growing digital skills and fostering the disruptive thinking we need to give us the edge in an increasingly competitive global marketplace. Have ambitions of your own? Let’s achieve them together. At Pacific Life, we believe that success comes down to our people. That’s why we’re committed to embracing a flexible, diverse, and inclusive workplace where you can be your best self and do your best work. Our people-first culture creates a sense of belonging and prioritizes employee wellbeing, empowering you to achieve your full potential through our holistic health benefits, flexible working options, and a vibrant community of people working towards a shared purpose. You can connect with colleagues through employee connections groups, sharing your passions, interests, and ideas. Learn more about our Life at Pacific Life. Don't see the dream job you are looking for? Click "Get Started" below to drop off your contact information and resume and we will reach out to you if we find a match.

Responsibilities

This role involves advancing the organization's capability to develop, validate, and quantify cashflow models for complex and illiquid assets to support quarterly asset valuation. Key duties include owning and enhancing production processes for valuation activities and providing expert guidance on investment modeling to stakeholders.