Lincoln Financial Group-posted 28 days ago
Full-time • Mid Level
Hybrid • Radnor, PA
5,001-10,000 employees
Insurance Carriers and Related Activities

We're excited to bring on a Senior Credit Risk Analyst in the Investment Risk team, to our Chief Risk Office. In this role, you will contribute to the execution of Lincoln's Enterprise Risk Management (ERM) risk framework, with a focus on investment-related risk. You will ensure Lincoln's credit exposures are effectively identified, assessed, quantified, monitored, and managed in alignment with regulatory requirements, business objectives, and the company's risk appetite. This position plays a critical role in developing insightful, actionable risk analytics and governance that support enterprise decision-making-particularly on the asset side of the balance sheet.

  • Conduct credit risk analysis under stress scenarios and calculate credit economic capital requirements for Lincoln and its subsidiaries.
  • Apply deep expertise in credit risk modelling to explain stress loss through risk driver analysis including decomposition and attribution techniques
  • Communicate complex model outputs effectively to diverse audiences in a simple, concise, and accessible manner.
  • Oversee the design and implementation of robust credit risk reporting tools and analytics to deliver actionable insights
  • Streamline and automate reporting processes to enhance efficiency, accuracy, and scalability.
  • Execute stress test projections in accordance with Lincoln's Risk Appetite Framework.
  • Support the development and implementation of investment guidelines informed by credit risk analysis.
  • Recommend credit risk limits and present risk insights and analysis to senior management, investment committees, and internal stakeholders
  • Monitor credit rating migrations, credit spreads, default and loss projections and provide timely updates with early warning recommendations
  • Stay current on macroeconomic trends, emerging market developments, and regulatory changes impacting portfolio risk.
  • Folster alignment across Risk, Investment, Finance, Treasury, and other key stakeholders in the development and interpretation of stress testing inputs and results
  • Assist in financial planning, strategic asset allocation and scenario analysis.
  • Conduct deep-dive risk assessments on new and evolving asset classes.
  • Master's degree in finance, Economics, Statistics, Financial Engineering, or a related quantitative field required
  • 5-7 years+ of experience in credit risk, with credit risk management experience in the life insurance industry
  • Deep understanding of fixed income instruments and alternative investments
  • Proven analytical skills with the ability to translate complex data into actionable insights.
  • Strong communication skills, with the ability to clearly present technical concepts to both technical and non-technical audiences.
  • Self-motivated and collaborative team player with the ability to work independently and cross-functionally.
  • Advanced proficiency in Excel, PowerPoint, and VBA.
  • Experience with statistical tools and programming languages such as SQL, Python, or R.
  • Familiarity with business intelligence tools like Power BI.
  • Experience with Strategic Asset Allocation (SAA), with exposure to specialty asset classes such as CLOs, ABS, and MBS.
  • Strong understanding of U.S. regulatory frameworks such as NAIC and RBC, as well as Bermuda regulatory frameworks, including BMA guidelines and BSCR methodologies.
  • CFA, FRM, or CQF designation preferred or in progress.
  • Experience with data and modelling tools (e.g., Moody's RiskFrontier, Bloomberg, Intex, or FactSet).
  • 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
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