Investment Valuation and Quantitative Modeling Director

Investment Valuation and Quantitative Modeling Director page is loaded## Investment Valuation and Quantitative Modeling Directorlocations: Newport Beach CA-700time type: Full timeposted on: Posted Todayjob requisition id: R16489**Job Description:**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.**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.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.*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 .
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