Role Summary

HIGHLIGHTS

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

Role Summary

HIGHLIGHTS

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