Senior AVP, Quantitative Risk & Hedging Strategy

OhioX

Columbus (OH)

Hybrid

USD 180,000 - 280,000

Full time

14 days+

A complete application in a minute

Tailored resume and cover letter, ready to send.

Get past ATS filters

Job summary

Nationwide is seeking a Senior AVP of NF Quantitative Risk Management to lead hedge design and execution across protection, investment, and retirement lines. You will guide a cross-functional team, oversee the Enterprise Economic Scenario Generator, and drive innovative risk practices in a Fortune 100 environment.

The role emphasizes advanced quantitative methods, leadership, and collaboration with product and investments to shape hedging strategies and risk reporting.

Qualifications

Undergraduate degree in Mathematics, Finance, Actuarial Science, or similar.

Responsibilities

Oversee development and reporting of NF hedging programs (VAs, FIAs, IUL).
Manage stochastic, GPU-based modeling infrastructure for pricing and hedging.
Design and evaluate quantitative strategies for life and annuity businesses.
Partner with product leadership and Investments to refine strategies and hedging.
Evaluate new risk tools including AI/ML for hedging projections.
Oversee Enterprise Economic Scenario Generator development for decision support.
Network with external organizations to advance risk management practices.
Lead associate performance, salary planning, and reporting.

Skills

Hedging strategies

Risk management

Quantitative modeling

Financial engineering

Leadership

Communication

Education

Undergraduate degree in Mathematics, Finance, Actuarial Science, or similar

Tools

GPU-based modeling infrastructure

Economic Scenario Generator (ESG)

Job description

The role emphasizes advanced quantitative methods, leadership, and collaboration with product and investments to shape hedging strategies and risk reporting.

Get your free, confidential resume review.

or drag and drop your file here.