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 leverage 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 lead initiatives that directly impact enterprise capital and earnings stability. We're excited to bring on a VP, Senior Derivative Portfolio Manager to lead the Quantitative Trading Strategies team within Lincoln's Market Risk Management. In this role, you will: Lead the strategic design and implementation of hedging solutions for Lincoln's Annuities and Life businesses Direct a team of trading strategists to manage an industry leading derivative trading program including intra-day cross-asset trading operations & its P&L impacts. Monitor market conditions and macroeconomic trends to adjust hedge positions and ensure responsiveness to volatility and liquidity shifts Develop and enhance quantitative models and valuation systems to optimize hedge effectiveness and capital efficiency Be a thought leader in bringing cutting edge capital markets ideation to innovative insurance products