Director, ALM Strategy and Optimization
HybridNot SpecifiedAsset-Liability ManagementCapital Modelling & Economic CapitalProduct Development & Plan Design
Role Summary
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Director-level Life ALM role at Pacific Life in Newport Beach, CA. Lead the PLI Enterprise ALM team to design and optimize ALM and hedging strategies across economic, GAAP and statutory frameworks. Responsible for capital/ALM modelling, collaboration across Capital, Investments and Risk, and oversight of ALM strategy for a large AUM portfolio.
JOB DESCRIPTION SUMMARY
- Lead PLI Enterprise ALM team to optimize ALM strategy for Pacific Life
- Model and assess ALM strategies across economic, GAAP and Statutory frameworks
- Partner with Capital Management, Investments, Risk and Product teams
- Hybrid role — 4 days onsite in Newport Beach, 1 day remote
- Director-level role with responsibility for ALM strategy for large AUM
DOMAIN EXPERTISE
- life insurance ALM strategy and implementation
- developing quantitative ALM or hedging strategies
- analysis across economic, GAAP and Statutory (US and BMA) frameworks
- capital management and market risk mitigation programs
KEY REQUIREMENTS
- 7+ years’ experience in life insurance, investments, financial markets, and risk management
- 1–2 years developing quantitative ALM strategies, managing hedge programs, or overseeing market risk
- Strong knowledge of Statutory, GAAP, and economic capital frameworks
- Experience with Python and quantitative modeling
- Ability to communicate complex ALM and capital concepts to stakeholders
TECH STACK
- No tech stack specified
