Lincoln Financial
Quantitative Research & Analytics Analyst
Lincoln Financial - Broomall, Pennsylvania, United States, 19008
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Overview
Quantitative Research & Analytics Analyst
We are excited to bring on a Quantitative Research & Analytics Analyst to join our Capital Markets team. As a Quantitative Research & Analytics Analyst, you will be responsible for consulting/analyzing and delivering on more complex assignments/projects for the team. You will act as a key resource regarding quantitative research, investment analytics, and risk management to internal/external stakeholders. You will generate investment portfolio analytics and enhance investment and reporting processes and capabilities. You will develop and interpret more complex investment analytics, quantitative investment models, and/or hedging strategies and reporting and deliver results/presentations tailored for a wide variety of target audiences while ensuring industry standards are met. The Role at a Glance You will maintain knowledge on current and emerging development/trend, assess the impact and collaborate with senior management to incorporate new trends and developments in current and future solutions. You will direct and enhance organizational initiatives by positively influencing and supporting change management and/or departmental/enterprise initiatives. You will identify, recommend, and champion process improvements and organizational initiatives to positively influence the team and quality. In addition, you will participate in and/or contribute to projects and other initiatives set by management as needed. You will develop, enhance, and implement tools, reports, and/or new solutions for analyzing portfolio positioning, investment risk, performance evaluation and attribution analysis. You will identify and execute process improvement and automation that significantly improve quality across the team, department and/or business unit. You will research, develop, implement and evaluate statistical or econometric based multi-asset/equity models, risk/volatility models, and systematic investment/trading strategies as needed to manage and monitor portfolio risks, returns and volatility. You will work with, evaluate, oversee, and due diligence of external quantitative asset managers/funds. You will identify and recommend hedging/risk management mechanisms that would enhance existing strategies. You will conduct more complex analysis of the risk and return profile of all major asset classes in which Lincoln invests. In addition, you will aggregate the risk of the entire portfolio and optimize overall risk/return profile of investment portfolio. You will develop and enhance investment analytic approaches & methodology to ensure data quality and effectively capture key risk factors in investment portfolio. You will advise management of risk factors and identify potential mitigation approaches. You will summarize findings and utilize appropriate data visualizations to share analyses and facilitate understanding for a wide range of technical and non-technical audiences. You will collaborate with key internal stakeholders, serving as resource on investment risk, to develop and deliver more complex investment analytics and reporting that meet the needs of various lines of business and customers. What We're Looking For Must-have experience (Required): 4 Year/bachelor's degree (or equivalent) in a quantitative field (e.g. financial engineering, computer science, economics, finance, mathematics, data science/statistics, actuarial science, engineering, or related). 3 - 5+ years of experience in quantitative research, risk management, investments analytics and reporting, derivative pricing, and/or portfolio management directly aligned to the specific responsibilities for this role. Ability to communicate effectively (verbal/written). Proficiency in Microsoft Office Suite (Word, Excel, PowerPoint, Outlook). Nice-to-have Experience (Preferred): Advanced degree (MFE, MSCF). Certifications: CFA, FRM, CAIA or progress towards one. Proficient programming skills in MATLAB or Python or R, VBA for Microsoft Office (Excel, PowerPoint etc.), and SQL. Experience in Morningstar, Bloomberg, Power BI / Tableau, or other financial software or scripting languages. Strong financial acumen, research & analytical skills, and understanding of capital markets and financial derivatives (futures, options). Demonstrates excellent organizational skills with the ability to prioritize workload and multi-task while maintaining strict attention to detail. Travel Requirements Up to 10% Application Deadline Applications for this position will be accepted through August 8, 2025, subject to earlier closure due to applicant volume.
We are excited to bring on a Quantitative Research & Analytics Analyst to join our Capital Markets team. As a Quantitative Research & Analytics Analyst, you will be responsible for consulting/analyzing and delivering on more complex assignments/projects for the team. You will act as a key resource regarding quantitative research, investment analytics, and risk management to internal/external stakeholders. You will generate investment portfolio analytics and enhance investment and reporting processes and capabilities. You will develop and interpret more complex investment analytics, quantitative investment models, and/or hedging strategies and reporting and deliver results/presentations tailored for a wide variety of target audiences while ensuring industry standards are met. The Role at a Glance You will maintain knowledge on current and emerging development/trend, assess the impact and collaborate with senior management to incorporate new trends and developments in current and future solutions. You will direct and enhance organizational initiatives by positively influencing and supporting change management and/or departmental/enterprise initiatives. You will identify, recommend, and champion process improvements and organizational initiatives to positively influence the team and quality. In addition, you will participate in and/or contribute to projects and other initiatives set by management as needed. You will develop, enhance, and implement tools, reports, and/or new solutions for analyzing portfolio positioning, investment risk, performance evaluation and attribution analysis. You will identify and execute process improvement and automation that significantly improve quality across the team, department and/or business unit. You will research, develop, implement and evaluate statistical or econometric based multi-asset/equity models, risk/volatility models, and systematic investment/trading strategies as needed to manage and monitor portfolio risks, returns and volatility. You will work with, evaluate, oversee, and due diligence of external quantitative asset managers/funds. You will identify and recommend hedging/risk management mechanisms that would enhance existing strategies. You will conduct more complex analysis of the risk and return profile of all major asset classes in which Lincoln invests. In addition, you will aggregate the risk of the entire portfolio and optimize overall risk/return profile of investment portfolio. You will develop and enhance investment analytic approaches & methodology to ensure data quality and effectively capture key risk factors in investment portfolio. You will advise management of risk factors and identify potential mitigation approaches. You will summarize findings and utilize appropriate data visualizations to share analyses and facilitate understanding for a wide range of technical and non-technical audiences. You will collaborate with key internal stakeholders, serving as resource on investment risk, to develop and deliver more complex investment analytics and reporting that meet the needs of various lines of business and customers. What We're Looking For Must-have experience (Required): 4 Year/bachelor's degree (or equivalent) in a quantitative field (e.g. financial engineering, computer science, economics, finance, mathematics, data science/statistics, actuarial science, engineering, or related). 3 - 5+ years of experience in quantitative research, risk management, investments analytics and reporting, derivative pricing, and/or portfolio management directly aligned to the specific responsibilities for this role. Ability to communicate effectively (verbal/written). Proficiency in Microsoft Office Suite (Word, Excel, PowerPoint, Outlook). Nice-to-have Experience (Preferred): Advanced degree (MFE, MSCF). Certifications: CFA, FRM, CAIA or progress towards one. Proficient programming skills in MATLAB or Python or R, VBA for Microsoft Office (Excel, PowerPoint etc.), and SQL. Experience in Morningstar, Bloomberg, Power BI / Tableau, or other financial software or scripting languages. Strong financial acumen, research & analytical skills, and understanding of capital markets and financial derivatives (futures, options). Demonstrates excellent organizational skills with the ability to prioritize workload and multi-task while maintaining strict attention to detail. Travel Requirements Up to 10% Application Deadline Applications for this position will be accepted through August 8, 2025, subject to earlier closure due to applicant volume.