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Analyst, Quantitative Analytics
Lincoln Financial Group
Philadelphia, PA, United States
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About the Company
Lincoln Financial Group, a Fortune 250 company with over 10,000 employees, provides advice and solutions that help empower Americans to take charge of their financial lives with confidence. Our core business areas — Life Insurance, Annuities, Retirement Plan Services and Group Protection — focus on supporting, preserving and enhancing over 17 million customer’s lifestyles and retirement outcomes.
Headquartered in Radnor, Pennsylvania, Lincoln Financial Group is the marketing name for Lincoln National Corporation (NYSE: LNC) and its affiliates. The company had $253 billion in assets under management as of December 31, 2017.
Ranked one of the Best Large Employers in America by Forbes magazine, Lincoln Financial Group makes a serious investment in our employees’ futures through a broad range of wealth accumulation and protection plans, health and wellness programs, and career development resources designed to help each individual reach their personal and professional goals.
Lincoln National Corporation, Philadelphia, PA, seeks an Analyst, Quantitative Analytics to perform Stochastic modeling for asset pricing. Translate, implement and integrate production model requirements into prototype variable annuity guarantee models in C++. Develop and maintain Variable Annuity liability, hedging assets, and projection models and analytics to meet business objectives. Develop financial derivative valuation models and greek analysis system utilizing C++/C# code to support research, hedging and operation activities. Prepare and communicate technical documents, technical designs, unit tests, implement plans, presentations and communicate with stakeholders. Utilize relational database for quantitative analysis projects including valuation, setting assumptions, products, and hedging strategies. Develop utility programs to automate, improve and streamline processes using SQL, VBA, Matlab and C# languages. Utilize Matlab to implement and improve strategies and data processing. Utilize concept and pricing methodologies for Swaps, Options, Futures, and Forwards. Utilize Monte Carlo, Finite Difference or related numerical methods for asset pricing or risk analysis. Perform object oriented programming utilizing C++ and C# for financial industry. Utilize UNIX operating systems. Requirements:Master’s degree (or foreign equivalent) in Economics, Mathematics, Statistics, Quantitative Finance or related field and 3 years of progressively responsible experience in modeling and analytics including 3 years of experience in: (i) utilizing relational database for quantitative analysis projects including valuation, setting assumptions, products, or hedging strategies; (ii) developing utility programs to automate, improve and streamline processes using SQL, VBA, Matlab and C# languages; (iii) utilizing concept and pricing methodologies for Swaps, Options, Futures, or Forwards; (iv) Stochastic modeling for asset pricing; (v) utilizing numerical methods for risk analysis; (vi) perform object oriented programming; and (vi) UNIX operating systems.
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.