Head of Investment Risk Modeling

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 to lead the development of risk analytics for complex and illiquid assets within the Risk Management team. The role is based in Newport Beach, CA. You will report to the Head of Investment Risk Management, and partner closely with the CRO and senior leaders across Pacific Life's Risk Management and Investment organizations. You will lead the investment risk modeling team within Pacific Life's Risk Management function and advance the organization's ability to qualify and quantify the risk profiles of complex and illiquid asset classes. 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

You will manage other senior quantitative modelers and have responsibility for risk analytics 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, this role will work in a matrix environment with other quants in the risk team, senior investment analysts, and portfolio managers. You 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

• A demonstrated track record of effective communication and meaningful influence at the senior leadership levels is essential.

• 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.

• 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 asset exposed to corporate credit, residential real estate and commercial real estate risks

• Track record of successfully developing, implementing and managing risk analytics platforms in a large asset manager, bank or insurance company

• Demonstrated ability to translate risk analytics into actionable insights that improve an investment organization's ability to evaluate risk and return trade-offs

• 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.

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