Senior Investment Risk Analyst, Fixed Income

Key Responsibilities

• Develop and maintain quantitative analytics using advanced statistical, quantitative, or econometric techniques to enhance portfolio risk management and optimize portfolio construction
• Assist in implementation and delivery of analytics to different areas of risk and investments
• Perform advanced quantitative analyses and model development, proactively identify emerging risks, and develop tools & applications to enhance the investment and risk management process
• Research the best industry practice in risk management and portfolio management, develop insightful risk analytics, and formulate potential hedging recommendations
• Keep abreast of current financial markets, macro events, industry trends, trading activity, and regulatory developments; connect them to the potential impact on portfolio risks
• Conduct scenario analysis, stress test, cycle analysis, factor analysis, performance attribution to provide insights on portfolio risks, returns, asset allocation, and sector allocation
• Experience : 5 years+ of investment, risk management, or quantitative modeling experience. Graduate work may be substituted for work experience as appropriate.

Knowledge, Abilities and Skills

Progress Toward CFA, FRM or Other Similar Professional Designations Desired

This role does not qualify for employer-sponsored work authorization. Nationwide does not participate in the STEM OPT extension program.

Job Description Summary

Do you have the desire to play a critical role in driving data-based business outcomes? Nationwide has been using data to serve our members and drive business outcomes for almost 100 years. Our industry-leading workforce accepts an agile work environment and a collaborative culture to deliver outstanding solutions and results. Our Risk Analytics professionals play a key role in transforming quantitative data analysis into meaningful insights that drive business results. Specifically, they serve as the conduit joining quantitative risk analysts to business partners. As a Senior Consultant, you’ll be responsible for the creation and management of risk analytics projects to solve business problems and objectives. You’ll work strategically and consultatively with business partners across the organization to match quantitative analysis with business needs. We’ll count on you to be the key point of contact, linking business to technical research. It’s imperative that you have both a confirmed understanding of quantitative analytics and that you are able to expertly articulate solutions to many levels of leadership.

Key Responsibilities

May perform other responsibilities as assigned.

Reporting Relationships

Reports to Risk / Actuarial leader.

Typical Skills and Experiences

Education : Undergraduate studies in finance, accounting, economics, statistics, mathematics or related subject area required. Graduate-level studies in a related field with advanced degree highly desirable.

License / Certification / Designation : Progress toward FCAS, FSA, CQF, CFA or similar preferred.

Experience : Typically, seven or more years of related work experience in financial risk modeling or actuarial functions.

Knowledge, Abilities and Skills : Proven knowledge of processes and functions spanning the insurance and risk management cycle. Understands machine learning, stochastic processes, Monte Carlo simulations, sampling methods and other statistical techniques applicable to specialized risk modeling. Confirmed mathematical knowledge of specialized risk models such as those used in hedging, economic scenario generation, catastrophe, credit risk, etc. Advanced understanding of risk management operations such as asset-liability management, portfolio risk assessment, hedging, etc. Sophisticated communication and presentation skills. Advanced proficiency with Excel and Powerpoint.

Other criteria, including leadership skills, competencies and experiences may take precedence.

Staffing exceptions to the above must be approved by the hiring manager’s leader and HR Business Partner.

Values

Regularly and consistently demonstrates Nationwide Values.

Job Conditions

Overtime Eligibility : Not Eligible (Exempt)

Working Conditions : Normal office environment.

ADA : The above statements cover what are generally believed to be principal and essential functions of this job. Specific circumstances may allow or require some people assigned to the job to perform a somewhat different combination of duties.

Benefits

We have an array of benefits to fit your needs, including : medical / dental / vision, life insurance, short and long term disability coverage, paid time off with newly hired associates receiving a minimum of 18 days paid time off each full calendar year pro-rated quarterly based on hire date, nine paid holidays, 8 hours of Lifetime paid time off, 8 hours of Unity Day paid time off, 401(k) with company match, company-paid pension plan, business casual attire, and more. To learn more about the benefits we offer, click here.

Equal Opportunity Employer

Nationwide is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive culture where everyone feels challenged, appreciated, respected and engaged. Nationwide prohibits discrimination and harassment and affords equal employment opportunities to employees and applicants without regard to any characteristic (or classification) protected by applicable law.

Employment Agencies

We value the partnerships we have built with our preferred vendors. Nationwide does not accept unsolicited resumes from employment agencies. All resumes submitted by employment agencies directly to any Nationwide employee or hiring manager in any form without a signed Nationwide Client Services Agreement on file and search engagement for that position will be deemed unsolicited in nature. No fee will be paid in the event the candidate is subsequently hired as a result of the referral or through other means.

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