Head of Investment Risk Modeling Expert

7 days ago


Newport Beach, California, United States Pacific Life Full time
Job Title: Head of Investment Risk Modeling

Pacific Life is seeking a seasoned professional to lead the development of risk analytics for complex and illiquid assets within the Risk Management team. As the Head of Investment Risk Modeling, you will be responsible for advancing the organization's ability to qualify and quantify the risk profiles of complex and illiquid asset classes.

Key Responsibilities:
  • Develop and implement risk analytics platforms to support the execution of Pacific Life Risk Management's oversight of aggregate credit risk across the investment portfolio.
  • Inform the evaluation of risk and return tradeoffs across asset classes, geographies, and legal entities.
  • Lead the investment risk modeling team and manage other senior quantitative modelers.
Requirements:
  • 10+ years of experience with a PhD degree in a quantitative area such as Finance, Math, Engineering, or a related field.
  • 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.
  • Demonstrated ability to translate risk analytics into actionable insights that improve an investment organization's ability to evaluate risk and return trade-offs.
  • Experience building investment risk models for a broad range of complex and illiquid asset exposed to corporate credit, residential real estate, and commercial real estate risks.
What We Offer:
  • A competitive salary range of $250,000 - $300,000.
  • A comprehensive benefits package, including medical, dental, vision, and wellbeing reimbursement account.
  • Paid time off options, including paid parental leave and adoption assistance program.
  • A competitive 401k savings plan with company match and additional contribution.

Pacific Life 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.



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