Senior Quantitative Investment Risk Modeler

Pacific Life Insurance Company$203K — $249K *
Finance & Insurance
5 - 7 years of experience
Job Overview by Ladders

Qualifications

  • 5-7 years of experience with fixed income products required
  • MFE or PhD in Finance, Math, Engineering or related field preferred; CFA/FRM designation a plus
  • In-depth knowledge of investment risk methodologies and quantitative decision-making
  • Expertise in modeling complex and illiquid assets, including corporate credit and real estate risks
  • Proficiency in coding languages like MATLAB, SAS, R, Python and familiarity with analytical systems such as Bloomberg and FactSet.

Responsibilities

  • Develop analytics to support credit risk oversight across the investment portfolio
  • Inform evaluation of risk-return tradeoffs for various asset classes
  • Model a range of public and private investment products
  • Collaborate with risk team members and senior investment analysts
  • Transform quantitative concepts into actionable models
  • Drive business outcomes with effective leadership and strategic thinking.

Benefits

  • Health benefits including Medical, Dental, Vision, and Wellbeing Reimbursement Account
  • Generous paid time off, including holidays and financial planning leave
  • Paid Parental Leave and Adoption Assistance Program
  • 401k savings plan with company match and additional contributions
  • Day 1 benefit eligibility with tailored flexible options.
Full Job Description
We are actively seeking a talented Senior Quantitative Investment Risk Modeler to join the Risk Management team in Newport Beach, CA. This position reports to the Head of Investment Risk Modeling and partners closely with the investment and risk teams across Pacific Life's organizations. As a Senior Quantitative Investment Risk Modeler, you will play a key role in advancing the organization's ability to qualify and quantify the risk profiles of complex and illiquid asset classes and publicly traded investments. How you'll help move us forward: Develop analytics and insights that can support the execution of: • Pacific Life Risk Management's oversight of aggregate credit risk across the investment portfolio within risk appetite and supporting stress testing internal capital modeling capabilities • Pacific Life Investment's strategies by informing the evaluation of risk and return tradeoffs across asset classes, geographies, and legal entities Develop models for a broad range of asset classes including: • Public structured products including CLOs, RMBS, CMBS, and ABS • Private ABS inclusive of securities backed by esoteric collateral • Residential and commercial mortgage loans Excel in a matrix environment working with other quants in the risk team, senior investment analysts, and portfolio managers. Drive business outcomes, have leadership attributes, and have the aptitude to transform concepts into actionable quant models. The experience you bring: The ideal candidate will be an accomplished professional with an esteemed market reputation and experience with world-class financial services organizations marked by the diversity and complexity of products and geographies. • 5-7 years with fixed Income products (required). • MFE or PhD degree in quantitative areas such as Finance, Math, Engineering, a related field, or equivalent experience. CFA/FRM designation is preferred. • Must have first-hand, in-depth knowledge of investment risk methodologies and quantitative decision-making working with senior portfolio managers • 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. • Experience building investment risk models for a broad range of complex and illiquid assets exposed to corporate credit, residential real estate, and commercial real estate risks, both public and/or privates. • Demonstrated ability in asset modeling and derivative valuations and experience in coding in languages such as MATLAB, SAS, R, Python, etc. • Demonstrated experience with analytical systems such as Bloomberg, Intex, RiskSpan, FactSet, Aladdin, CoStar, Trepp, Moody's, S&P, etc. 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

About Pacific Life Insurance Company

Pacific Life Insurance Company Careers

There has never been a more opportune time to join the dynamic team at Pacific Life Insurance Company—a leader in the insurance industry known for its commitment to innovation, leadership, and professional growth.

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Join Pacific Life Insurance Company’s esteemed team to assist in pioneering efforts that drive the insurance industry forward. At the intersection of technology, industry expertise, and digital innovation, Pacific Life Insurance Company stands as a beacon of transformative solutions and services. Lead in a unique position in the marketplace, leveraging deep industry knowledge and a commitment to digital innovation to enhance client experiences and outcomes. Engage with a diverse global team of business and technology advisors, helping clients navigate through their challenges with cutting-edge solutions. Collaborate with dedicated professionals who are at the forefront of integrating technology and insurance services to deliver exceptional results.

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Be part of a team that is not just the largest but the most knowledgeable in the insurance sector, with a focus on delivering targeted solutions through a depth and breadth of consulting experience that is unmatched.

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Work on a wide range of projects that harness the capabilities of Pacific Life Insurance Company’s robust technological and service-oriented frameworks.

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The Pacific Life Insurance Company Employment Experience

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