Credit Risk Sr. Analyst, Risk Management

Alternate Locations: US Northeast; US Midwest; US Southeast; US Southwest

Work Arrangement:Work from Home

Relocation assistanceis not available for this opportunity.

Hiring Manager: Jing Wu


Requisition #:67291

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 Senior Analyst in Investment and Risk team, to our newly expanding Chief Risk Office. In this role, you will help monitor, analyze and quantify Lincoln's exposure to credit and counterparty risk, related to all investments in Lincoln's general account.

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:

  • Perform credit risk analysis in stress scenarios and calculate credit economic capital requirements for Lincoln and its subsidiaries
  • Develop reporting includes but not limited to: end-to-end stress testing, credit risk attribution, credit VaR, sensitivity analysis, risk decomposition
  • Communicate results and analysis to senior management and key internal stakeholders.
  • Support senior management with the development, implementation, and communication of investment guidelines based credit risk analysis.
  • Develop, review and recommend credit risk limits and forecast portfolio's rating migration
  • Design and develop quantitative/analytic models to help monitor and manage risk.
  • Work independently or in a team on complex and/or important risk management projects.

What we're looking for:

Must have:
  • 5 - 7+ years of experience in investment risk management, quantitative risk modelling, or related field.
  • 4 year/Bachelor's degree or equivalent work experience (4 years of experience in lieu of Bachelor's) in Financial Engineering, Finance, Economics, Mathematics, Statistics or other quantitative areas (minimum required)
  • Understanding of investment products (e.g. bonds, bank loans, commercial and residential mortgages, structured products, etc.) and the evolving practices for the management of credit risk and regulatory requirements
  • Self-motivated and strong team player, with demonstrated ability to work independently and collaboratively with members of other departments and lines of business

Computer skills:
  • Advanced proficiency with Excel, PowerPoint, VBA macros
  • Experience with statistical tools
  • Familiarity with programming languages and SQL
  • Familiarity with business visualization tools such as Tableau

Nice to Have:
  • Preferably knowledge of credit portfolio modeling tools like Moody's RiskFrontier, CMM, RiskCalc and its risk metrics (PD, LGD, etc).
  • Relevant experience in life insurance industry
  • FRM/CQF or CFA designation
  • Graduate degree preferred

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. Opportunities throughout LFG are available to employees and applicants and are evaluated on the basis of job qualifications. We have a drug free work environment and we perform pre-employment substance abuse testing.

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