Lincoln Financial Group-posted 3 months ago
$125,800 - $229,100/Yr
Full-time • Senior
Radnor, PA
Insurance Carriers and Related Activities

As we expand our strategic capabilities to drive long term value, we are excited to bring on a highly analytical & motivated Assistant Vice President to our Strategic Asset Allocation (SAA) team. This role will focus on developing and enhancing methodologies and models that optimize asset-liability strategies, improve capital & risk-adjusted investment yield, and ultimately strengthen product profitability. This is an exciting opportunity to join a growing function that is shaping the future of yield generation and profitability across our insurance product portfolio. If you are passionate about applying advanced modeling techniques to solve real-world financial challenges, we invite you to be part of this journey.

  • Research, Develop and Improve the Strategic Asset Allocation Modeling
  • Develop the framework for, and improve upon, the Investment team's Strategic Asset Allocation Model
  • Directly support key company strategic priorities, including internal, external, onshore, and offshore reinsurance arrangements
  • Ensure models are executed as designed, with clear attribution and interpretation of results
  • Investigate mathematical and portfolio optimization methodologies to improve accuracy and runtime
  • Collaborate with other teams on assumption modeling and manage updates from both external and internal sources
  • Stay apprised of new trends in industry techniques and applications of related quantitative modeling
  • Collaborate on Research Topics Related to General Account Asset Management
  • Brainstorm with senior members to generate innovative ideas and solutions
  • Build ad-hoc tools for research ideas and implement prototype models using Python, translating mathematical concepts into code within a limited timeframe
  • Analyze results and provide conclusions and explanations
  • Provide intuition on the impact to the overall portfolio of different asset classes and their placement in the different legal entity portfolios
  • Develop and Execute other In-House Models Upon Request
  • Integrate macroeconomic and capital market assumptions into SAA models
  • Support strategic insights that may inform future tactical asset allocation decisions
  • Prototype and Implement Visualizations and Communications
  • Create visually interesting and intuitive displays of the most important results
  • Design reports, metrics, and communications that identify actionable investment insights
  • Ph.D. or Master's in a quantitative discipline (Financial Engineering, Mathematics, Physics, Engineering, or related fields)
  • Solid background in mathematics and statistics
  • 10+ years of experience in a related field, at least 5 of which is directly building/maintaining SAA model
  • Experience with US and/or Bermudan life insurance capital regimes
  • Strong coding skills in Python and any other programming language
  • Familiarity with databases, data visualization, and portfolio optimization techniques
  • Strong communication skills
  • Curiosity and passion for research
  • Previous experience in credit risk modeling
  • Familiarity with capital market assumptions
  • Prior experience with asset liability management, SAA optimization work for liability driven investment strategies, and/or asset modeling experience
  • 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
© 2024 Teal Labs, Inc
Privacy PolicyTerms of Service