Sr. Investment Analyst

 Alternate Locations: Radnor, PA (Pennsylvania)

 

 Work Arrangement:

Remote : Work at home employee

 

Relocation assistance:  is not available for this opportunity.

 

Requisition #: 74494

 

The Role at a Glance

Lincoln National Corporation seeks a Sr. Investment Analyst in Radnor, PA to identify and quantify key credit risk factors in structured products portfolio. Perform financial and quantitative analysis to evaluate the risk and return of prospective investments and explore new investment opportunities in structured products. Aggregates credit risk of entire structured product portfolio and optimizes overall risk/return profile of investment portfolio. Independently perform relative value analysis for structured products (RMBS, CMBS, CLO and ABS). Periodically summarize the findings and share them with the boarder portfolio management team and senior management. Utilize INTEX to collect data to analyze collateral performance over time for structured products. Project and track credit rating changes; defaults and loss severity of structured product portfolio. Monitors and manage prepayment/extension risk in structured product portfolio and propose strategies to mitigate such risk to achieve better match of cash flows between assets and liabilities. Working with technology, risk teams to improve valuation and measurement of interest rate sensitivity for structured products and residential mortgage credit. Working with US and non-US based insurance regulators (such as Bermuda) on subject matters related to structured products. Be a key liaison between Lincoln and its structured product investment managers on daily basis to make investment decisions based on Lincoln’s portfolio construction principles. Provide key market intelligence on regular basis to support the strategic asset allocation and tactical asset allocation optimization processes after conducting market research on securitized structure products.

Requirements

• Bachelor’s degree or foreign equivalent in Finance, Finance-Quantitative or a quantitative related field and must have the following experience in relation to CLO, RMBS, ABS and CMBS structured products:
• 5 years of experience in communicating with structure product investment managers to collect and summarize market information, conduct market research on structured products. Use all collected market intelligence to facilitate portfolio day-to-day portfolio management.
• 5 years of utilizing INTEX for data collection to analyze collateral performance over time.
• 5 years of performing advanced financial analysis through regression, Monte-Carlo simulation, data distribution fitting, and optimization by programming with Python or VBA.
• 5 years of performing rates and credit portfolio stress tests and designing new event or factor-based stress scenarios.
• 5 years of experience in modeling cash flow of structured products investments. Experience performing complex scenario analysis to estimate the expected value of various portfolios.
• 1 year experience working with Bermuda Monetary Authority and NAIC on capital requirement on structured products.
   

This role is 100% remote. Salary: $120,711/year to $135,000/year. Apply to https://jobs.lincolnfinancial.com & use Req ID #74494.

 

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.

EX:OUT

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

• Tuition assistance program

• A leadership team that prioritizes your health and well-being; offering a remote work environment and flexible work hybrid situations

• Effective productivity/technology tools and training

 

The pay range for this position is $120,711/year to $135,000 with anticipated pay for new hires between the minimum and midpoint of the range