Credit Risk Research Analyst, Market Risk Management

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Alternate Locations: Philadelphia, PA (Pennsylvania); Radnor, PA (Pennsylvania)

Work Arrangement:Work from Home

Relocation assistanceis not available for this opportunity.


Requisition #:67213

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The Role at a Glance

As part of our go forward strategy in risk management, we believe that "everyone at Lincoln is a risk manager and as a result, we're expanding our industry leading, best in class Risk organization adding new roles in all disciplines of our risk management organization. Lincoln is committed to investing in the talent, systems, and processes to make this happen , resulting in opportunity for impact on enterprise strategic direction and potential career growth for risk professionals

We're excited to bring on a Credit Risk Research, Market Risk Management, to our newly expanding Chief Risk Office. You will help with the design & development of the credit risk model for Lincoln's general account asset . This role will collaboratively develop models that blend complex advanced stochastic mathematics, high performance GPU cloud-based computing. S/he will leverage knowledge to develop skills in advanced financial mathematics, modeling & high performance computing.

The goal of this group is to deliver insightful, added-value, actionable risk analytics and governance that drive business results. The Senior Analyst will help identify, assess, and prioritize risks while developing processes to measure and report such risks throughout the organization. The Senior Analyst will assist with all aspects of Lincoln's ERM framework but maintain a focus towards the asset side of the balance sheet.

What you'll be doing:

Modeling and Analytics
  • Collaborate with senior team members to analyze, design, code and test solutions for systems of moderate to high complexity, including distributed and cloud computing platforms
  • Contribute to team development and maintenance of sophisticated projection models to measure general account credit risk under various economic scenarios.
  • Critique, reviews and comments on the modeling & technical designs of peers and recommends enhancements to various systems under development or being currently utilized.Develop, codes and tests models that use economic scenarios, monte carlo simulations, analytical stochastic solutions and model parameter calibrations.
  • Communicate between Lincoln and 3rd party tool provider such as Moodys to understand the model and inputs discrepancy.
  • Perform hands-on modeling & programming of general account asset valuations and cashflows
  • Proactively identifies problems, develops solutions & communicates effectively with internal stakeholders and management.

What we're looking for:

Must have:
  • 3 - 5+ Years progressive experience in developing and/or programming mathematical or financial models and translation of models to an object-oriented language (e.g. Python/R/Java/C++)
  • 4 Year/Bachelor's degree or equivalent work experience (4 years of experience in lieu of Bachelor's)in in quantitative field (e.g. physics, mathematics, finance, statistics, actuarial science, engineering) (Minimum Required)

Computer skills:
  • Advanced proficiency with Excel
  • Experience with projection software systems
  • Familiarity with programming languages
  • Familiarity with business visualization tools

Nice to Have:
  • Relevant experience in life insurance industry
  • FRM/PRM/CQF or CFA designation

Work Arrangement:

Work from Home:Employees will work fully from home. Their job will not require the employee to come into the office, unless for special circumstances.

What's it like to work here
At Lincoln Financial Group, we love what we do. We make meaningful contributions each and every day to empower our customers to take charge of their lives. Working alongside dedicated and talented colleagues, we build fulfilling careers and stronger communities through a company that values our unique perspectives, insights and contributions and invests in programs that empower each of us to take charge of our own future.

What's in it for YOU:
• A clearly defined career framework to help you successfully manage your career
• Leadership development and virtual training opportunities
• Ten Weeks Parental leave
• Competitive 401K and employee benefits
• Free financial counseling, health coaching and employee assistance program
• Tuition assistance program
• A leadership team that prioritizes your health and well-being; offering a remote work environment
• Effective productivity/technology tools and training

About the Company/Who is Lincoln Financial
Led by over 10,000 employees Lincoln Financial Group provides advice and solutions that help empower people to take charge of their financial lives with confidence and optimism. Today, more than 17 million customers trust our retirement, insurance and wealth protection expertise to help address their lifestyle, savings and income goals, as well as to guard against long-term care expenses. Lincoln is committed to creating a diverse and inclusive environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status.

This position may be subject to Lincoln's Political Contribution Policy. An offer of employment may be contingent upon disclosing to Lincoln the details of certain political contributions. Lincoln may decline to extend an offer or terminate employment for this role if it determines political contributions made could have an adverse impact on Lincoln's current or future business interests, misrepresentations were made, or for failure to fully disclose applicable political contributions and or fundraising activities.

Any unsolicited resumes/candidate profiles submitted through our web site or to personal e-mail accounts of employees of Lincoln Financial Group are considered property of Lincoln Financial Group and are not subject to payment of agency fees.

Lincoln Financial Group ("LFG") is an Equal Opportunity employer and, as such, is committed in policy and practice to recruit, hire, compensate, train and promote, in all job classifications, without regard to race, color, religion, sex (including pregnancy), age, national origin, disability, sexual orientation, gender identity and expression, veterans status, or genetic information. Applicants are evaluated on the basis of job qualifications. If you are a person with a disability that impedes your ability to express your interest for a position through our online application process, or require TTY/TDD assistance, contact us by calling 260-455-2558.

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