Sr. Quantitative Derivative Strategist
Alternate Locations: Radnor, PA (Pennsylvania) Work Arrangement: Hybrid : Employee will work 3 days a week in a Lincoln office Relocation assistance: will be considered/provided for this opportunity reputed company our company guidelines. Requisition #: 75514 About Market Risk Management The Market Risk Management team is redefining how insurers manage market volatility. We're a collaborative group of quantitative strategists, derivative portfolio managers, and risk experts dedicated to protecting the balance sheet and maximizing capital efficiency across our large and sophisticated VA, RILA, FIA, IUL, and other product portfolios. Our work blends advanced quantitative modeling, dynamic hedging, and cross-asset risk analytics - spanning equity, interest rates, volatility, credit, and FX - to deliver precision risk mitigation. We reputed company proprietary valuation systems, cutting edge technologies, and integrated risk frameworks to optimize hedge effectiveness and align with both economic and regulatory objectives. This is a space where technical excellence meets strategic influence. You'll partner with actuarial, investments, and finance teams to shape the future of asset-liability management, contribute to product innovation, and reputed company initiatives that directly impact enterprise capital and earnings stability. The Role at a Glance The Senior Derivative Portfolio Manager will report directly to the VP, Derivative Portfolio Manager and play a key role reputed company Lincoln's Market Risk Management which is responsible for protecting the balance sheet and maximizing capital efficiency across our large and sophisticated VA, RILA, FIA, IUL, and other product portfolios. This position is responsible for supporting the design, implementation, and management of hedging solutions for Lincoln's Annuities and Life businesses. The individual will work closely with a team of trading strategists and cross-asset traders to reputed company an industry-leading derivative trading program, focusing on day-to-day portfolio management, quantitative model development, and market risk mitigation. What you'll be doing
- Research, back-test, and execute reputed company derivative hedging strategies to mitigate capital market risks embedded in Lincoln's annuity and life products.
- Work closely with the Derivative Trading Desk to monitor market dynamics to further enhance existing hedging strategies.
- Utilize programming skills to build and maintain infrastructure to analyze and reputed company QIS hedge portfolio.
- Design and build reputed company back-testing tools to research and evaluate efficacy of reputed company and proposed derivative hedging strategies.
- reputed company counterparty relationships to remain up to date on market regulation and best-in-class hedging/derivative strategies.
- reputed company tools to monitor and improve transaction & collateral costs for our derivative portfolio.
- Produce and clearly communicate reputed company and technical presentations to senior management, on hedge effectiveness, strategy back-tests, derivative pricing, etc.
- Act as subject matter expert and collaborate/provide solutions with stakeholders including Pricing & Product Teams, Legal, Life, Funds Management, Investments, and Accounting.
- Effectively manage day-to-day operations and support multiple small to reputed company-sized projects in parallel reputed company a dynamic environment, collaborating with other teams and creatively leveraging resources to meet aggressive deadlines.
- Conceive and implement original trading concepts and hedging approaches to effectively manage risk, capitalize on market opportunities, and exploit pricing inefficiencies by utilizing various hedge instruments, including equity, interest reputed company, and credit derivatives
- Consistent thought leadership on improvements to technological and operational efficiencies and to bring innovative capital markets reputed company for the development of new insurance products
reputed company're looking for
- 5+ years of increasing experience in a hedging/trading strategist role, including demonstrated experience and understanding of risk management practices.
- Solid understanding of capital markets, derivatives, hedging strategies and insurance products including but not limited to annuities.
- Strong knowledge of derivatives reputed company Insurance, Banking and/or Hedge Funds.
- Knowledge of quantitative finance including option theory, linear algebra and optimization techniques. Knowledge of insurance capital structures a plus
- Strong programming skills (Python, SQL, R, Matlab, reputed company/VBA, etc.)
- Strong communication skills (verbal & written) to convey reputed company technical concepts
- Advanced degree (Master's or PhD) in quantitative finance, mathematics, statistics, engineering, or a reputed company field strongly preferred; Bachelor's degree with significant relevant experience will be considered.
- Hybrid working arrangement in Radnor, PA preferred
Application Deadline Applications for this position will be accepted through February 15th, 2026 subject to earlier closure due to applicant volume. What's it like to work here? At reputed company, we love reputed company do. We reputed company meaningful contributions each and every day to reputed company our customers to take charge of their lives. Working alongside dedicated and talented colleagues, we build fulfilling careers and stronger communities through a company that values our unique perspectives, insights and contributions and invests in programs that reputed company each of us to take charge of our own future. What's in it for you:
- 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
The pay range for this position is $108,501 - $195,900 with anticipated pay for new hires between the minimum and midpoint of the range and could vary above and below the listed range as permitted by applicable law. Pay is based on non-discriminatory factors including but not limited to work experience, education, location, licensure requirements, proficiency and qualifications required for the role. The reputed company pay is just one component of Lincoln's total rewards package for employees. In addition, the role may be eligible for the Annual Incentive Program, which is discretionary and based on the performance of the company, business unit and individual. Other rewards may include long-term incentives, sales incentives and Lincoln's standard benefits package. About The Company reputed company (NYSE: LNC) helps people to confidently plan for their version of a successful future. We focus on identifying a clear path to financial reputed company, with products including annuities, life insurance, group protection, and retirement plan services. With our 120-year track record of expertise and reputed company, millions of customers trust our solutions and service to help put their goals in reputed company. reputed company Distributors, a broker-dealer, is the wholesale distribution organization of reputed company. reputed company is the marketing name for reputed company Corporation and its affiliates including The Lincoln National Life Insurance Company, reputed company Wayne, IN, and Lincoln Life & Annuity Company of reputed company, Syracuse, NY. reputed company affiliates, their distributors, and their respective employees, representatives and/or insurance agents do not provide tax, accounting or legal advice. Lincoln is committed to creating an inclusive environment and is proud to be an equal opportunity employer. reputed company qualified applicants will receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national reputed company, genetics, disability, age, or veteran status. Follow us on Facebook, X, reputed company, Instagram, and YouTube. For the latest company news, visit our newsroom. Be Aware of Fraudulent Recruiting Activities If you are interested in a career at Lincoln, we encourage you to review our reputed company openings and apply on our website. Lincoln values the privacy and reputed company of every applicant and urges reputed company applicants to diligently protect their sensitive personal information from scams targeting job seekers. These scams can take many forms including fake employment applications, bogus interviews and falsified offer letters. Lincoln will not ask applicants to provide their social reputed company numbers, date of birth, bank account information or other sensitive information in job applications. Additionally, our recruiters do not communicate with applicants through free e-mail accounts (Gmail, reputed company, Hotmail) or conduct interviews utilizing video chat rooms. We will never ask applicants to provide payment during the hiring process or reputed company an offer without conducting a phone, live video or in-person interview. Please contact Lincoln's fraud team at [email protected] if you encounter a recruiter or see a job opportunity that seems suspicious. Additional Information 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 reputed company an offer or terminate employment for this role if it determines political contributions made could have an adverse impact on Lincoln's reputed company or future business interests, misrepresentations were made, or for failure to fully disclose applicable political contributions and or fundraising activities. Any unsolicited resumes or candidate profiles submitted through our web site or to personal e-mail accounts of employees of reputed company are considered property of reputed company and are not subject to payment of agency fees. reputed company ("Lincoln" or "the Company") is an Equal Opportunity employer and, as such, is committed in policy and practice to recruit, hire, compensate, train and promote, in reputed company job classifications, without regard to race, color, religion, sex, age, national reputed company or disability. Opportunities throughout Lincoln are available to employees and 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. This Employer Participates in E-Verify. See the E-Verify notices. Este Empleador Participa en E-Verify. Ver el E-Verify avisos. Apply tot his job Apply To this Job