ALM Hedging Quant Strategist II
Listed on 2026-10-13
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Finance & Banking
Risk Manager/Analyst, Financial Advisor / Consultant, Data Scientist
Pacific Life Insurance Company in Newport Beach, CA is seeking a Quantitative Strategist II to advance quantitative modeling for measuring, pricing, and hedging option-like risks embedded in insurance liabilities. The role partners with derivative investments, operations, finance, and product development.
Ideal candidates will have a Master's degree with 6+ years in financial services, strong Python skills, and experience in hedging complex derivatives.
We invite applications for the ALM Hedging Quant Strategist II position located in Newport Beach, CA, United States.
We would love to welcome a new ALM Hedging Quant Strategist II to our team in Newport Beach, CA, United States.
For the ALM Hedging Quant Strategist II position at Pacific Life, we are reviewing applications now.
Step into the ALM Hedging Quant Strategist II role at Pacific Life in Newport Beach, CA, United States and grow with us.
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