Investment Risk Modeling Quant

Job Description:

Pacific Life is investing in bright, agile, and diverse talent to contribute to our mission of "Confidence for Generations" by innovating our business and creating a superior customer experience. We are actively seeking a senior quantitative investment risk modeler of risk analytics for complex and illiquid assets within the Risk Management team. This position is based in Newport Beach, CA and will report to the Head of Investment Risk Modeling, and partner closely with the investment and risk teams across Pacific Life's organizations.

Responsibilities

The candidate will advance the organization's ability to qualify and quantify the risk profiles of complex and illiquid asset classes and publicly traded investments. In this capacity, the candidate is expected to 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

The candidate will develop models for a broad range of asset classes including:

Public structured products including CLOs, CMBS, and ABS Private ABS inclusive of securities backed by esoteric collateral Linear and non-linear derivatives

Additionally, the candidate will excel in a matrix environment working with other quants in the risk team, senior investment analysts, and portfolio managers. The candidate will drive business outcomes, have leadership attributes, and have the aptitude to transform concepts into actionable quant models.

Qualifications

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.

• This individual 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.

Technical Qualifications

• 5-10+ years with a PhD degree in a quantitative area such as Finance, Math, Engineering, or a related field. CFA designation is preferred.
• 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.

You belong at Pacific Life

At Pacific Life, we are committed to a culture of belonging, a space where all employees are empowered to be authentic. One way we cultivate an inclusive culture is through our employee connection groups. The purpose of these employee-led groups is to offer a place to build community, connection, camaraderie, and a sense of belonging. Each group can be active in education, advocacy, recruitment, and community building throughout our organization. Learn more about our employee connection groups at www.pacificlife.com.

Want to learn more about life at Pacific Life? Take an inside look at our company culture: Instagram.com/lifeatpacificlife.

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.

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

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.