AVP, Quantitative Investment Analysis Mgt P

Lincoln Financial • Radnor, PA

8d • Hybrid

About The Position

Lincoln’s Investment Strategy & Portfolio Management team is evolving its Strategic Asset Allocation (SAA) and asset liability modeling toolkit to better support enterprise risk appetite, capital, liquidity, and new business growth across U.S.A. and Bermuda entities.
The team partners with insurance businesses and the Investments team to design and maintain the enterprise SAA across legal entities, integrating new‑business pricing with in‑force optimization, and operating within U.S. and Bermuda regulatory regimes. As the SAA Developer, you will build, productionize, and maintain the data and modeling stack that powers strategic asset allocation, in-force optimization, and new business pricing support. You will be the engineering counterpart to investment strategy and portfolio management partners, developing models and dashboards, and ensuring our analytics incorporate regulatory requirements for NAIC and Bermuda Monetary Authority standards. Your efforts will enable our investment strategies to be produced faster across regimes and improve our documentation and governance controls.

Requirements

• 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 (Master’s degree preferred).
• 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.
• Familiarity and experience managing code using GitLab and deploying python code on AWS

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.
• Portfolio construction & optimization enablement
• 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.
• Regulatory‑aware data modeling
• 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.
• Partner across the enterprise
• Work across the Investments team to partner with insurance business units, ALM, Actuarial, Enterprise Risk Management, and Finance.

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

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Number of Employees: 5,001-10,000 employees