Lincoln Financial · 2 days ago
AVP, Quantitative Investment Analysis Mgt P
Radnor, PA
Full-time
Hybrid
Mid, Senior Level
$135K/yr - $225K/yr
5+ years expLincoln Financial is evolving its Investment Strategy & Portfolio Management team to enhance its Strategic Asset Allocation and asset liability modeling toolkit. The role involves building and maintaining data and modeling stacks to support investment strategies and ensure compliance with regulatory standards.
AdviceFinanceFinancial ServicesInsurance
Responsibilities
Build the SAA & ALM analytics platform
Engineer reliable Python services and SQL‑backed data pipelines that ingest asset, liability, and market data; orchestrate runs; and expose results to strategy and risk partners (APIs, notebooks, dashboards)
Productionize research prototypes into hardened components (configuration management, unit/integration tests, logging, lineage, and automated documentation) supporting enterprise‑wide SAA across U.S. and Bermuda entities
Implement and scale optimization, scenario analysis, and stress testing tools used to construct SAA under capital, rating, liquidity, and ALM constraints; parameterize for both U.S. RBC and Bermuda BSCR frameworks
Integrate cash‑flow projections (e.g., BondEdge outputs) and reconcile them to portfolio views with auditable data controls
Model and map security master and position data to NAIC designations and statutory schedules and to BMA BSCR asset categories and SBA portfolios; embed validation checks aligned to reporting rules
Work across the Investments team to partner with insurance business units, ALM, Actuarial, Enterprise Risk Management, and Finance
Qualification
Required
Familiarity and experience managing code using GitLab and deploying python code on AWS
Engineer reliable Python services and SQL‑backed data pipelines that ingest asset, liability, and market data; orchestrate runs; and expose results to strategy and risk partners (APIs, notebooks, dashboards)
Productionize research prototypes into hardened components (configuration management, unit/integration tests, logging, lineage, and automated documentation) supporting enterprise‑wide SAA across U.S. and Bermuda entities
Implement and scale optimization, scenario analysis, and stress testing tools used to construct SAA under capital, rating, liquidity, and ALM constraints; parameterize for both U.S. RBC and Bermuda BSCR frameworks
Integrate cash‑flow projections (e.g., BondEdge outputs) and reconcile them to portfolio views with auditable data controls
Model and map security master and position data to NAIC designations and statutory schedules and to BMA BSCR asset categories and SBA portfolios; embed validation checks aligned to reporting rules
Work across the Investments team to partner with insurance business units, ALM, Actuarial, Enterprise Risk Management, and Finance
Hands‑on data engineering: relational modeling, performance tuning, data integration (with tools like Bloomberg & Intex), orchestration, version control, testing frameworks, and observability
Quant/optimization toolkit experience (e.g., pandas, NumPy, SciPy, Pyomo/OR‑Tools) and time‑series/scenario modeling
Fluent in multiple languages with depth in Python and SQL (required). You also bring working proficiency in other languages for legacy model integration
Exposure to ALM and insurance balance‑sheet dynamics (duration/convexity, liquidity ladders, reinvestment, asset rating migration)
Comfort integrating third‑party and internal data sources (e.g., pricing/spread inputs, cash‑flow engines) into reproducible SAA processes
Practical familiarity with NAIC investment regulations, statutory accounting and reporting (including RBC capital concepts and statutory investment schedules)
Bachelor's degree in Computer Science, Engineering, Mathematics, Financial Engineering, or related discipline
5+ years of professional software engineering or data engineering experience in investment/insurance or adjacent risk/quant domains
Demonstrated track record building production data/analytics platforms supporting portfolio construction or risk/ALM
Preferred
Master's degree preferred
Benefits
Clearly defined career tracks and job levels, along with associated behaviors for each of Lincoln's core values and leadership attributes
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
Work arrangements that work for you
Effective productivity/technology tools and training
Company
Lincoln Financial
Lincoln Financial (NYSE: LNC) helps people to confidently plan for their version of a successful future.
10001+ employees
Funding
Current Stage
Public CompanyTotal Funding
$825MKey Investors
Bain Capital
2025-04-09Post Ipo Equity· $825M
1985-04-26IPO
Leadership Team
Ellen Cooper
Chairman, President and Chief Executive Officer
Christopher Neczypor
Chief Financial Officer
Recent News
GlobalFinTechSeries
2025-12-05
Company data provided by crunchbase