Job Information
Lincoln Financial Group Quantitative Analyst, Fixed Income in Radnor, Pennsylvania
Lincoln National Corporation seeks a Quantitative Analyst, Fixed Income in Radnor, PA. 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 real-world 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 and return profile. Support the enhancement of risk limits while maintaining knowledge and staying up to date on 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.
Requirements: 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 factor-based stress scenarios. 100% WFH.
Salary: $115,117/year to $150,000/year.
Apply to https://jobs.lincolnfinancial.com & use Req ID #73093.