Director, Quantitative Investment Modeling and Support
Newport Beach CA-700, United States
USD 184K-249K (estimate) Executive-level Full Time
Tasks
- Apply investment risk methodologies to quantitative decision making
- Develop cashflow models for complex and illiquid assets
- Generate quarterly cashflow reports
- Produce market risk analytics for assets
- Provide investment modeling insights to actuaries
- Support investment risk oversight across portfolio
- Support production process automation
- Validate investment modeling analytics
Perks/Benefits
- 401k match
- Adoption Assistance
- Dental insurance
- Holiday schedule
- Medical insurance
- Paid parental leave
- Paid time off
- Vision insurance
- Wellbeing reimbursement account
Skills/Tech-stack
ALM | Aladdin | Asset-liability management | Bloomberg | Derivatives | FactSet | Forwards | Futures | Intex | Liability management | MATLAB | Options | Python | R | RiskSpan | SAS | Swaps
Education
Bachelor of Engineering | Master of Finance | Master of Science | PhD
Roles
Regions
Countries
States
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