VP, Derivative Portfolio Manager, Quantitative Trading Strategies
HybridIndividual AnnuitiesIndividual Life ProtectionAsset-Liability ManagementCapital Modelling & Economic CapitalProduct Development & Plan Design
Role Summary
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VP-level Market Risk role at Lincoln Financial in Radnor, PA leading derivative hedging and trading strategies for annuities and life products. You will run a cross-asset derivative trading program, develop valuation and hedging models, and partner with actuarial, investments, and finance on ALM and capital efficiency. Hybrid role (3 days/week in office).
JOB DESCRIPTION SUMMARY
- Lead hedging strategy and derivative program for annuities and life insurance
- Manage a team of trading strategists and oversee intra-day cross-asset trading
- Develop valuation models and quantitative tools to optimize hedge effectiveness
- Hybrid role — 3 days a week in Lincoln office (Radnor, PA)
- Senior VP role requiring 12+ years’ derivatives and 5+ years’ managerial experience
DOMAIN EXPERTISE
- Derivatives risk and trading strategy experience
- Hedging and ALM experience for annuities and life products
- Managerial experience leading quant/trading teams
- Capital markets and derivative instruments knowledge
KEY REQUIREMENTS
- 12+ years in derivatives risk, strategy, or financial engineering
- 5+ years managerial or supervisory leadership experience (required)
- Experience with derivatives in Insurance, Banking, or Hedge Funds
- Strong knowledge of capital markets instruments and hedging strategies
- Advanced degree in quantitative finance, math, or related field preferred
TECH STACK
- No tech stack specified
