Quantitative Analyst, Fixed-income - Radnor, United States - Lincoln Financial

Lincoln Financial

Verified Company

Radnor, United States

1 week ago

Posted by:

Mark Lane

beBee recruiter

Description

Date:
May 6, 2024

Primary Location:
Radnor, PA, US

Company:
Lincoln Financial

Alternate Locations:
Radnor, PA (Pennsylvania); Work from Home

Work Arrangement:

Remote :
Work at home employee residing outside of a commutable distance to an office location.

Relocation assistance:
is not available for this opportunity.

Requisition #: 73093

The Role at a Glance
Lincoln National Corporation seeks a Quantitative Analyst, Fixed Income in Radnor, PA
What you'll be doing

In this role you will perform financial and quantitative analysis to evaluate the risk and return of existing and prospective investments and explore new investment opportunities.
Analyze the general account investment portfolio and recommend executable investment strategy in the structured product space.
Utilize INTEX to collect data to analyze collateral performance over time for structured products.
Contribute to development of bespoke computer programs to assist the optimization of complex realworld investment strategies
Utilize Tableau and SQL to query internal and external databases to collect investment portfolio data.
Perform advanced financial analysis, including Regression, Monte-Carlo simulation, Data distribution fitting and Optimization
Generate fixed income investment portfolio analytics and enhance the reporting processes and capabilities.
Generate and interpret complex investment analytics and reports and deliver results and presentations tailored for a wide variety of target audiences while ensuring industry standards are met.
Aggregate risk of the entire investment portfolio and optimize overall risk current information and trends related to investment portfolio analytics
Utilize INTEX for data collection to analyze collateral performance over time.
Perform advanced financial analysis through regression, Monte-Carlo simulation, data distribution fitting, and optimization by programming with Python or VBA. Utilize CLO, RMBS, ABS and CMBS structure products.
Conduct market research on securitized structure products. Collect and summarize market information from broker/dealers and rating agencies.

What we're looking for

Bachelor's degree or foreign equivalent in Finance, Economics, or a related field and must have one year of experience in each of the following:
Experience in interacting with structure product investment managers to collect and summarize market information, conduct market research on structured products. Use all collected

- market intelligence to facilitate portfolio day-to-day portfolio management.

Analyzing individual CLO, RMBS, ABS and CMBS investments.
Utilizing INTEX for data collection to analyze collateral performance over time.
Performing advanced financial analysis through regression, Monte-Carlo simulation, data distribution fitting, and optimization by programming with Python or VBA
Performing rates and credit portfolio stress tests and designing new event or factorbased stress scenarios.
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:

Clearly defined career tracks and levels to help you successfully manage your career
Leadership development and virtual training opportunities
PTO/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 wellbeing; offering a remote work environment and flexible work hybrid situations
Effective productivity/technology tools and training
Pay Range: $115,117/year to $150,000/year

Actual base pay could vary based on non-discriminatory factors including but not limited to work experience, education, location, licensure requirements, proficiency and qualifications required for the role.

The base pay is just one component of Lincoln's total rewards package for employees.

In addition, the role may be eligible for the Annual Incentive Program, which is discretionary and based on the performance of the company, business unit and individual.

Other rewards may include long-term incentives, sales incentives and Lincoln's standard benefits package.

About The Company
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,