Investment Modeling Production and Support Director
About The Position
Pacific Life is seeking an Investment Modeling specialist to join its Investment Risk Team in Newport Beach, California. The role requires in-office attendance at least four days per week and hands-on involvement in investment-modeling production execution and support. The Director works in a matrix environment with risk, accounting, investment, actuarial, and technology professionals. The position owns recurring investment-modeling production processes, including asset cash-flow generation, investment analytics, and delivery of results to downstream risk, actuarial, and reporting teams. It monitors production runs, investigates data or model exceptions, resolves processing issues, reviews results for reasonableness and accuracy, and maintains production code, controls, and documentation. The role also automates and improves processes, coordinates inputs and deliverables, works with modeling platforms and data providers to resolve issues, and supports onboarding new investments, asset types, models, and business requirements. The Director provides investment-modeling expertise to actuaries and other business partners by explaining cash-flow behavior, assumptions, limitations, and changes in results. The role also contributes to model enhancements and new analytical capabilities while retaining primary accountability for production delivery and support.
Requirements
- 10 or more years of direct experience supporting investment modeling, risk analytics, and asset cash-flow generation across a broad range of asset classes, including corporate bonds, structured products, and commercial and residential loans.
- Working knowledge of fixed-income investments, including drivers of projected cash flows, valuations, market-risk measures, and investment performance.
- Demonstrated ability to manage recurring deliverables, investigate unexpected results, and meet established production deadlines.
- Strong analytical and problem-solving skills, including ability to distinguish data, model, system, and process issues.
- Ability to explain analytical results and technical issues clearly to actuarial, investment, accounting, risk, and technology partners.
- Experience working in a matrixed environment with multiple stakeholders and dependencies.
- Strong attention to detail, documentation, and process controls.
- Hands-on experience using Python, R, MATLAB, SAS, SQL, or a comparable language to support analytics, data processing, model execution, controls, or production automation.
- Experience with investment and analytical platforms such as Bloomberg, Intex, RiskSpan, FactSet, Aladdin, CoStar, Trepp, Moody’s, or S&P.
Nice To Haves
- Experience with asset-liability management, regulatory capital, and statutory reporting.
- An advanced degree in a quantitative field such as Finance, Math, or Engineering.
- CFA or FRM designation.
Responsibilities
- Own and execute recurring investment-modeling production processes, including asset cash-flow generation, investment analytics, and delivery of results to downstream risk, actuarial, and reporting teams.
- Monitor production runs, investigate data or model exceptions, resolve processing issues, and escalate material concerns when appropriate.
- Perform reasonableness reviews, reconciliations, variance analysis, and quality-control checks to support complete and accurate production results.
- Maintain and enhance production code, controls, and process documentation.
- Automate manual activities and improve the efficiency, repeatability, transparency, and control of existing production processes.
- Coordinate production inputs and deliverables across investment risk, actuarial, accounting, investment management, and technology teams.
- Work with internal and external modeling platforms and data providers to diagnose issues and implement practical solutions.
- Support onboarding new investments, asset types, models, and business requirements into established production processes.
- Provide investment-modeling expertise to actuaries and other business partners, including explanations of cash-flow behavior, assumptions, limitations, and changes in results.
- Contribute to model enhancements and new analytical capabilities while maintaining primary accountability for production delivery and support.
Benefits
- Medical, dental, and vision coverage.
- Wellbeing Reimbursement Account for the employee or eligible dependents.
- Paid Time Off, holiday schedules, and Financial Planning Time Off.
- Paid parental leave.
- Adoption assistance program.
- 401(k) savings plan with company match and an additional contribution regardless of participation.
- Additional incentive pay may be available to most employees.
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What This Job Offers
Job Type
Full-time
Career Level
Senior
Education Level
No Education Listed
