Sr Consultant, Risk Analytics
Nationwide Mutual Insurance Company
Sr Consultant, Risk Analytics
Columbus,
United States•5mo ago
FlexibleNot Specified
Role Summary
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Senior actuarial asset modeling role supporting valuation, forecasting, ALM and risk management with Nationwide. You will drive asset modeling in Moody's AXIS or MG-ALFA, lead asset adequacy testing and mentor colleagues. Position is based in Columbus, OH and can be filled hybrid or remote.
JOB DESCRIPTION SUMMARY
- Lead asset modeling in Moody's AXIS and/or MG-ALFA for valuation and AAT
- Implement complex asset types and reinvestment strategies
- Develop asset data processes and QE model staging for production
- Use Python/R/Matlab/SQL and Excel for quantitative analysis
- Senior individual contributor role (hybrid or remote, Columbus, OH)
DOMAIN EXPERTISE
- asset modeling in Moody's AXIS or MG-ALFA
- implementation of structured and hybrid securities modelling
- asset adequacy testing (AAT) and QE model staging
- asset data process development and production modelling
- asset-liability management and portfolio risk assessment
KEY REQUIREMENTS
- Strong Moody's AXIS and/or MG-ALFA modeling skills
- 7+ years related financial risk or actuarial modeling experience
- Proficiency in Python, R, MATLAB, SQL or similar for quantitative analysis
- Undergraduate degree in finance, math, statistics or related field
- Must be authorized to work in the US without employer sponsorship
TECH STACK
- Excel
- PowerPoint
