About this role
Quantitative Derivatives Specialist - Market Risk Strategy at Lincoln Financial. Location: Radnor, Pennsylvania, United States. Role: developing hedges, performing analytics, managing risk Requirements: Bachelor's in a quantitative field (or equivalent experience), 1+ years relevant work experience with 1+ year programming/modeling for financial instruments using Python/C++; strong attention to detail; preferred advanced degree and annuity/hedging experience. Category: Finance and Accounting Seniority: Entry Level Tools: Python, C++, SQL Commitment: Full Time Workplace: Hybrid Languages: English