Finance Quant Developer

Providing for loved ones, planning rewarding retirements, saving enough for whatever lies ahead – our policyholders count on us to be there when it matters most. It’s a big ask, but it’s one that we have the power to deliver when we work together. We collaborate and innovate – pushing one another to transform not just Pacific Life, but the entire industry for the better.

Why? Because it’s the right thing to do. Pacific Life is more than a job, it’s a career with purpose. It’s a career where you have the support, balance, and resources to make a positive impact on the future – including your own.

We’re actively seeking an accomplished and business-savvy Finance Quant Developer to join our growing Investment Risk Technology team in Newport Beach, CA.

This role is on-site in our Newport Beach, CA office.

This advanced role is responsible for architecting, advising, and delivering robust, data‑centric solutions that drive critical analytics, modeling, and reporting across asset management, investment risk, and economic scenario generation domains. This role will serve as a strategic partner to business and technology stakeholders, providing deep expertise in financial systems, investment risk analytics, and economic scenario modeling.

Architect, design, and maintain advanced software systems supporting investment risk analytics, economic scenario generation, stress testing, and portfolio analysis.

Advise and collaborate with product managers, analysts, engineers, and senior leadership to translate complex business requirements into scalable technical solutions.

Champion SDLC best practices, including secure coding standards, peer reviews, and documentation, ensuring auditability, maintainability, and regulatory compliance.

Provide technical leadership and mentorship to business-side developers and engineering teams, promoting consistency, reusability, and adherence to enterprise architecture standards.

Drive software delivery using modern Dev Ops practices, including CI/CD pipelines, infrastructure as code, and automated testing.

• Snowflake for scalable data warehousing and analytics
• Matillion for data transformation and orchestration
• SQL and Python for data processing and business logic
• AWS for cloud infrastructure and services

Minimum of 15+ years of progressive experience in software engineering, with at least 10 years in financial services, asset management, investments, or investment risk analytics.

Demonstrated experience in finance quant development supporting and working closely with investment and risk quantitative analysts with minimum direction and building portfolio tools.

Demonstrated experience with mathematical modeling concepts and proficiency in portfolio tools, such as Bloomberg, Yield Book, Aladdin, and investment systems including trade entry, deep understanding of investment data and systems.

Deep understanding of software engineering best practices and SDLC processes, including version control (Git), testing, and agile methodologies.

Proven track record in designing and developing RESTful APIs and web applications using modern frameworks (e.g., React, Angular, .NET, or similar).

Advanced proficiency in cloud platforms (AWS preferred) and experience with infrastructure automation tools like Terraform and Azure Pipelines.

Expertise in data platforms such as Snowflake and SQL‑based data access patterns.

Demonstrated ability to work independently and collaboratively in a fast‑paced, agile environment.

Excellent communication skills with the ability to translate complex technical concepts into business value for senior stakeholders.

In‑depth knowledge of key risk concepts such as stress testing, scenario modeling, and investment risk analytics.

Background in building user‑centric interfaces for data visualization and decision support in financial contexts.

Demonstrated ability to mentor non‑technical or semi‑technical stakeholders, fostering a culture of engineering excellence across business units.

A passion for continuous learning and a proactive…