Sr. Investment Analyst - Fixed Income

Alternate Locations: Radnor, PA (Pennsylvania); Greensboro, NC (North Carolina)

 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 #: 74343

The Role at a Glance

We're excited to add an Sr. Investment Analyst to the Portfolio Management Team. In this role the Sr. Investment Analyst will develop and drive the fixed income analytics to internal/external stakeholders. This role will generate fixed income investment portfolio analytics and enhance reporting processes and capabilities. S/he will develop and interpret more complex investment analytics and reporting and deliver results/presentations tailored for a wide variety of target audiences while ensuring industry standards are met.

What you'll be doing

• Identify, quantify and summarize key credit risk factors in structured products and residential whole loan portfolios. Perform financial and quantitative analysis to evaluate the risk and return of prospective investments and explore new investment opportunities in these asset classes. 
• Aggregates credit risk of entire structured product and residential whole loan portfolios and optimizes the overall risk/return profile of the investment portfolios. Project and track credit rating changes; loan delinquency status, defaults and loss severity of structured product and residential whole loan portfolios. 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.  Summarize and report findings to share with senior management team.
• Partnering with investment technology, finance and risk teams to improve data quality, valuation, and measurement of interest rate sensitivity for structured products and residential mortgage credit.
• 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.  
• 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 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
• Working with non-US based insurance regulators (such as Bermuda) on subject matters related to structured products 

What we’re looking for

• 4 Year/Bachelor’s Degree in a Finance or Economics.
• Post graduate in Applied Mathematics, Business Analytics, Statistics, Machine Learning, Computer Science or related fields preferred
• CFA and/or FRM preferred but not required
• 3-5+  years of experience in fixed income analytics and research.  Familiar with interest rate option and its pricing methodology. Familiar with prepayment and default models for asset backed securities. 
• 2 + years experience in insurance portfolio Strategic Asset Allocation (SAA) 
• 5+ years experience using fixed income analytics packages such as, Bloomberg, Factset, Intex.
• Proficient with commercial software packages such as Python, Tableau or PowerBI
• Familiar with NAIC regulation and  RBC framework.
• Experience working with non-US based insurance regulators (such Bermuda) on subject matters related to structured products
   

Application Deadline

Applications for this position will be accepted through May 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

• 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 $93,300 - $169,700 with anticipated pay for new hires between the minimum and midpoint of the range and could vary above and below the listed range as permitted by applicable law. Pay is based on non-discriminatory factors including but not limited to work experience, education, location, licensure requirements, proficiency and qualifications required for the role. The base pay is just one component of Lincoln’s total rewards package for employees.  In addition, the role may be eligible for the Annual Incentive Program, which is discretionary and based on the performance of the company, business unit and individual.  Other rewards may include long-term incentives, sales incentives and Lincoln’s standard benefits package.

About The Company

Lincoln Financial Group helps people to plan, protect and retire with confidence. As of Dec. 31, 2023, approximately 17 million customers trust our guidance and solutions across four core businesses – annuities, life insurance, group protection and retirement plan services. As of December 31, 2023, the company had $295 billion in end-of-period account balances, net of reinsurance. Headquartered in Radnor, Pa., Lincoln Financial Group is the marketing name for Lincoln National Corporation (NYSE: LNC) and its affiliates. Learn more at LincolnFinancial.com.

Lincoln is committed to creating a diverse and inclusive environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, gender, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status. 

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Be Aware of Fraudulent Recruiting Activities

If you are interested in a career at Lincoln, we encourage you to review our current openings and apply on our website. Lincoln values the privacy and security of every applicant and urges all applicants to diligently protect their sensitive personal information from scams targeting job seekers. These scams can take many forms including fake employment applications, bogus interviews and falsified offer letters.

Lincoln will not ask applicants to provide their social security numbers, date of birth, bank account information or other sensitive information in job applications. Additionally, our recruiters do not communicate with applicants through free e-mail accounts (Gmail, Yahoo, Hotmail) or conduct interviews utilizing video chat rooms. We will never ask applicants to provide payment during the hiring process or extend an offer without conducting a phone, live video or in-person interview.  Please contact Lincoln's fraud team at fraudhotline@lfg.com if you encounter a recruiter or see a job opportunity that seems suspicious.

Additional Information

This position may be subject to Lincoln’s Political Contribution Policy.  An offer of employment may be contingent upon disclosing to Lincoln the details of certain political contributions. Lincoln may decline to extend an offer or terminate employment for this role if it determines political contributions made could have an adverse impact on Lincoln’s current or future business interests, misrepresentations were made, or for failure to fully disclose applicable political contributions and or fundraising activities.

Any unsolicited resumes or candidate profiles submitted through our web site or to personal e-mail accounts of employees of Lincoln Financial Group are considered property of Lincoln Financial Group and are not subject to payment of agency fees.

Lincoln Financial Group (“LFG”) is an Equal Opportunity employer and, as such, is committed in policy and practice to recruit, hire, compensate, train and promote, in all job classifications, without regard to race, color, religion, sex (including pregnancy), age, national origin, disability, sexual orientation, gender identity and expression, Veteran status, or genetic information.  Applicants are evaluated on the basis of job qualifications.  If you are a person with a disability that impedes your ability to express your interest for a position through our online application process, or require TTY/TDD assistance, contact us by calling 260-455-2558.

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