Sr. Quantitative Derivative Strategist
Lincoln FinancialRadnor Township, Pennsylvania, United States
Posted December 3, 2025
108501 - 195900 USD year
Full Time
About the Company
Lincoln Financial helps people to confidently plan for their version of a successful future. We focus on identifying a clear path to financial security, with products including annuities, life insurance, group protection, and retirement plan services.
Job Description
The Sr. Quantitative Derivative Strategist will support the design, implementation, and management of hedging solutions for Lincoln's Annuities and Life businesses. The individual will work closely with a team of trading strategists and cross-asset traders to oversee an industry-leading derivative trading program, focusing on day-to-day portfolio management, quantitative model development, and market risk mitigation.
Requirements
- 5+ years of increasing experience in a hedging/trading strategist role
- Strong understanding of capital markets, derivatives, hedging strategies and insurance products
- Strong knowledge of derivatives within Insurance, Banking and/or Hedge Funds
- Knowledge of quantitative finance including option theory, linear algebra and optimization techniques
- Strong programming skills (Python, SQL, R, Matlab, Excel/VBA, etc.)
- Advanced degree (Master's or PhD) in quantitative finance, mathematics, statistics, engineering, or a related field strongly preferred; Bachelor's degree with significant relevant experience will be considered
Benefits
- 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
