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Posted: Thursday, September 28, 2017 9:11 PM

Alternate Locations: Philadelphia, PA (Pennsylvania)
Relocation assistance will be considered/provided for this opportunity within our company guidelines.
Requisition 4163
About the Company
Lincoln Financial Group provides advice and solutions that help empower Americans 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. Headquartered in Radnor, Pennsylvania, Lincoln Financial Group is the marketing name for Lincoln National Corporation (NYSE:LNC) and its affiliates. The company had 222 billion in assets under management as of March 31, 2015.
The Role
TheTrading Strategist,Market Risk Management, is responsible for mitigating market risks for Lincoln Financial by devising risk management solutions for variable annuities other insurance products. In particular the group develops trading strategies to minimize P/L volatility and manage statutory and rating agency capital requirements. As a result EqRM manages a large portfolio of derivatives in many different asset classes.
Technical Knowledge
:Develop and expand quantitative libraries for valuing and back:testing vanilla and exotic derivatives(Baskets/Asians/Hybrids)
:Research/develop and recommend derivatives hedging strategies to mitigate risks embedded in Lincoln's variable annuity guarantees. These risks include, but not restricted to, equity risk, interest rate risk, volatility risk, tracking error risk, dividend risk, credit risk.
:Design and Implement back:testing tools to evaluate efficacy of developed hedging strategies.
:Ensure consistent modeling/ calibration of assets in trading system and liability hedge models.
:Produce high level technical presentations on hedging effectiveness, cost benefit analysis, derivative pricing, and valuation methodologies for senior management.
:Collaborate with stakeholders including Pricing and Product Teams, Asset Liability Management (ALM) Team.
:Collaborate with hedging operations team to measure and develop P/L attribution.
Organizational Effectiveness
:Provides direction on complex assignments, projects, and/or initiatives to build and enhance the capability of his/her assigned area(s) of responsibility.
:Identifies and directs the implementation of process improvements that significantly improve quality across the team, department and/or business unit for his/her assigned area(s) of responsibility.
Change Management
:Directs and enhances organizational initiatives by positively influencing and supporting change management and/or departmental/enterprise.
:Identifies and directs the implementation of process improvements that significantly reduce workloads or improve quality across the department for his/her assigned area(s) of responsibility.
:Demonstrates strong relationship management skills with internal clients and or senior management and finds common ground and can gain collaboration among senior management, colleagues and peers; can influence outcomes without directing or commanding.
:Undergraduate degree or 4+ years of comparable work experience; educational concentration in Actuarial Science, Statistics, Mathematics or Hard Science/engineering is required
:Masters level or Advanced degree preferred
:5+ years of experience capital markets quantitative modeling/hedging/trading role including demonstrated solid experience and understanding of risk management practices and processes that directly aligns with the specific responsibilities.
:Strong practical experience developing production valuation models of IR Swap Swaps/ Variance Swaps/CDS/Vanilla options vol surface calibration and market conventions.
:Expert level knowledge of C++,


• Location: South Jersey

• Post ID: 46016612 southjersey is an interactive computer service that enables access by multiple users and should not be treated as the publisher or speaker of any information provided by another information content provider. © 2017