Quantitative Derivatives Lead

Quantitative Derivatives Lead

The Quantitative Derivatives Lead will perform and deliver on assignments utilized to mitigate market risks for Lincoln Financial by identifying and reporting on key risks for variable annuities, indexed variable annuities, and other insurance products. This position focuses on operations, performance, and analysis within indexed and variable annuity hedge programs.

Technical Knowledge Develops and enhances operational processes including daily risk exposure validation, hedging performance and month-end valuation Analyzes daily / weekly / monthly P / L and creates tools for generating performance attribution Manages and interprets database-driven results to facilitate hedging and reporting Creates and provides hedge performance reporting that feeds hedging strategy and enables risk mitigation improvements

Organizational Effectiveness Identifies and recommends process improvements that significantly reduce workloads or improve quality for his / her assigned area(s) of responsibility

Change Management Serves as a resource organizational initiative by positively influencing and supporting change management and / or departmental / enterprise initiatives within assigned area(s) of responsibility

Collaboration Builds and maintains strong relationships with internal clients and or management, finds common ground and can gain collaboration among management, colleagues and peers; can influence outcomes without directing or commanding

Education Undergraduate degree or 4+ years of comparable work experience; educational concentration in Mathematics, Statistics, Hard Science / engineering or Actuarial Science is required Master's level or Advanced degree preferred but not required

Experience 3-5 years of increasing experience in variable annuity market risk management or related field. Knowledge of capital markets, derivatives, and insurance products including but not limited to annuities. Strong programming skills (Python, SQL, VBA) Ability to read, analyze and interpret both internal and external documents such as general media / publications, professional journals, technical procedures, governmental regulations, policies, proposals, and standard operating procedures. Proficiency with Microsoft Office Suite (Word, Excel, PowerPoint, Outlook).