Strategic Planning Consultant supporting data analysis and strategic planning across Retail Solutions and Distribution teams at Lincoln Financial. Collaborating with stakeholders to design actionable plans that align with company objectives.
About the role
- Quantitative Engineer part of the Global Capital Markets Engineering Team developing pricing models and analytic solutions for derivative products. Collaborating with front office and risk teams at Corebridge Financial.
Responsibilities
- Build and support derivatives pricing models and analytical libraries
- Improve capabilities for trading and risk management of derivative products
- Design and optimize the analytics library and its integration with IT tools
- Provide expertise on quantitative aspects of derivatives product pricing
- Act as a point of contact for business users throughout the project lifecycle
- Facilitate communication between business stakeholders and technology teams
- Conduct user acceptance testing to ensure that final solution meets defined business requirements
Requirements
- Advanced degree in STEM (bachelor’s degree considered depending on experience)
- 3+ years of related experience (preferably in a production quant or quant developer setting)
- Aptitude to acquire new expertise in derivatives pricing and mathematics
- Good understanding of numerical methods, linear algebra, real analysis, and stochastic calculus
- Experience with statically typed object-oriented languages (C++, Pascal/Delphi, C#, Java; C++ preferred)
- Basic to intermediate relational database experience (Oracle and PL/SQL preferred)
Benefits
- Health and Wellness: Range of medical, dental and vision insurance plans
- Retirement Savings: 401(k) Plan with generous Company matching
- Employee Assistance Program: Confidential counseling services
- Matching charitable donations: Up to $5,000
- Volunteer Time Off: Up to 16 volunteer hours annually
- Paid Time Off: At least 24 PTO days
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