Quantitative Developer, Equity Risk Management (IRC31616) recruitment
Lincoln Financial Group is a Fortune 500 company offering a diverse range of financial services and solutions. With a strong focus on four core business areas — life insurance, annuities, retirement plan services, and group protection — our business is built around supporting, preserving, and enhancing our customer's lifestyles and providing better retirement outcomes. Led by over 8,000 employees, Lincoln Financial provides the tools and advice to help individuals take charge of their futures.
Responsibilities would include:
- leading technical design discussions on assigned projects;
- documenting technical designs, unit tests, and implementation plans;
- translating, formatting, and integrating technical model requirements into production level code;
- refactoring existing code where appropriate;
- critically reviewing and commenting on the technical designs of peers;
Our systems calculate metrics supporting variable annuity hedging, attribute the effect various factors have on our cash flows, and calculate and report reserve requirements for our portfolio. Skills required include:
- expert level knowledge of C++;
- proficiency with both Linux and Windows;
- proficiency in Perl;
- proficiency with Matlab;
- proficiency in Excel and VBA;
- Ability to translate Advanced Mathematics into C++;
- knowledge of various Software Development Life Cycle Methodologies;
Knowledge of Variable Annuities, several years working in Finance (Insurance, Banking, Hedge Funds), knowledge of GPU/CUDA programming, and Certifications in Finance or Computer Science are desired but not required.
Only on-line applications will be considered. Please apply at https://careers.lfg.com
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, veterans status, or genetic information. Opportunities throughout LFG are available to employees and applicants and are evaluated on the basis of job qualifications. We have a drug free work environment and we perform pre-employment substance abuse testing.