Investment Risk Analyst

Alternate Locations: Radnor, PA (Pennsylvania)

 

 Work Arrangement:

Hybrid/Common Days+ : Work 2-3 days a week in a Lincoln office with a designated workspace.

 

Relocation assistance:  is not available for this opportunity.

 

Requisition #: 73887

 

The Role at a Glance

As part of our go forward strategy in risk management, we believe that “everyone at Lincoln is a risk manager and as a result, we’re expanding our industry leading, best in class Risk organization adding new roles in all disciplines of our risk management organization. Lincoln is committed to investing in the talent, systems, and processes to make this happen, resulting in opportunity for impact on enterprise strategic direction and potential career growth for risk professionals.

In this role, you will help analyze, quantify and model Lincoln’s credit risk related to all investments in Lincoln’s general account.

The goal of this group is to deliver insightful, added-value, actionable risk analytics and governance that drive business results. The intern will help identify, assess, and prioritize risks while developing processes to measure and report such risks throughout the organization.  The intern will assist with all aspects of Lincoln’s ERM framework but maintain a focus towards the asset side of the balance sheet.
 

What you'll be doing

• Work with a team to perform credit risk analysis in stress scenarios and calculate credit economic capital requirements for Lincoln and its subsidiaries
• Assist in developing credit risk models from machine learning, Big Data. 
• Brainstorm with senior members to generate innovative ideas and solutions. 
• Build ad-hoc tools and implement prototype models using Python, translating mathematical concepts into code within a limited timeframe. 
• Improve the model and data process using Excel, Power BI, Python and SQL 
• Communicate results and analysis to key internal stakeholders 
• Work independently or in a team on complex and/or important risk management projects.
   

What we’re looking for

Must-haves:

• Master’s degree in Financial Engineering, Finance, Economics, Mathematics, Statistics or other quantitative areas
• Solid background in financial mathematics and statistics.  
• Excellent critical thinking and problem-solving skills
• Exceptional communication and relationship management skills
• Strong organizational skills, work ethic, and ability to multi-task while maintaining strict attention to details
• Self-motivated and strong team player, with demonstrated ability to work independently and collaboratively with members of other departments

Skills: 

• Advanced proficiency with Excel, PowerPoint
• 1 year of experience with machine learning and Big Data
• 1 year of experience in Python or R with strong programming skills.  
• 1 year of experience in database and data visualization. 
• 1 year of experience in risk management for fixed income or related field. 

 
Nice-to-haves: 

• Preferably knowledge of credit risk modeling tools and its risk metrics (PD, LGD, etc). 
• Understanding of investment products (e.g. bonds, bank loans, commercial and residential mortgages, structured products, etc.) and the evolving practices for the management of credit risk and regulatory requirements
• FRM/PRM/CQF or CFA designation (or working in progress)
   

Application Deadline

Applications for this position will be accepted through February 1st, 2025 subject to earlier closure due to applicant volume.

 

What’s it like to work here?

At Lincoln Financial Group, we love what we do. We make meaningful contributions each and every day to empower our customers to take charge of their lives. Working alongside dedicated and talented colleagues, we build fulfilling careers and stronger communities through a company that values our unique perspectives, insights and contributions and invests in programs that empower each of us to take charge of our own future. 

 

What’s in it for you:

• Clearly defined career tracks and job levels, along with associated behaviors for each Lincoln leadership Attribute.

• Leadership development and virtual training opportunities

• PTO/parental leave

• Competitive 401K and employee benefits

• Free financial counseling, health coaching and employee assistance program

• Tuit