Senior Portfolio Credit Risk Modeler

CFA Institute; Columbus (OH); Sur place; USD 149 000 - 262 000; Plein temps

Avantages offerts par ce poste

Medical/dental/vision

Pension plan

Paid time off

Résumé du poste

Nationwide is seeking a Senior Consultant, Risk Analytics Researcher to lead the development of a multi-year stochastic credit risk model for specialty finance underwriting in Columbus, OH. You will collaborate across teams to build analytical solutions, influencing pricing and risk management of complex assets.

The role requires seven+ years in financial risk modeling or actuarial functions, advanced skills in Python/Matlab, and progress toward FCAS/FSA/CFA.

Qualifications

• Experience in portfolio credit risk modeling, such as single-factor models, Merton models, and Gaussian copula frameworks.
• Deep insight into credit default and migration behavior - credit risk cycles, rating migration dynamics, default probabilities, and loss recovery experience.
• Strong understanding of asset and risk characteristics across corporate bonds, commercial mortgage loans, and structured assets.

Responsabilités

• Develops multi-year stochastic credit risk model for corporate bonds, commercial mortgage loans, and structured assets.
• Designs and executes comprehensive model validation.
• Builds analytical frameworks linking assumptions, inputs, and outputs to interpret results.

Connaissances

Portfolio credit risk modeling

Merton models

Gaussian copula

Monte Carlo simulations

Python

MATLAB

Insurance investment risk

Communication to leadership

Credit risk cycles

Formation

Finance degree

Statistics degree

Outils

Python

MATLAB

R

SAS

Excel

Description du poste

Nationwide is seeking a Senior Consultant, Risk Analytics Researcher to lead the development of a multi-year stochastic credit risk model for specialty finance underwriting in Columbus, OH. You will collaborate across teams to build analytical solutions, influencing pricing and risk management of complex assets.

The role requires seven+ years in financial risk modeling or actuarial functions, advanced skills in Python/Matlab, and progress toward FCAS/FSA/CFA.