AVP – Investments and Risk Data Analytics
| Company | Nationwide |
|---|---|
| Location | Columbus, OH, USA |
| Salary | $Not Provided – $Not Provided |
| Type | Full-Time |
| Degrees | Bachelor’s, Master’s |
| Experience Level | Expert or higher |
Requirements
- Undergraduate degree in risk, finance, accounting, economics, statistics, mathematics or related subject area
- Advanced quantitative degree highly desirable
- Typically, 10 or more years of fixed income or equity trading, portfolio management, or risk experience
- Expertise with a broad range of fixed income, equity, derivatives, and alternative investments
- Demonstrated track record of leadership success and the ability to influence
- Expert in advanced data analytics and programming
- Proven knowledge of risk management practices
- Deep technical know-how with timeseries analysis, stochastic financial modeling, advanced statistics and with analytical tools such as Aladdin, Moody’s KMV, Bloomberg, Python, MatLab, Databricks, Tableau, Power BI or equivalent
Responsibilities
- Evaluates new investment strategies and ideas, making recommendations to the Investment Risk Committee and Chief Risk Officer
- Leads a team that uses advanced tools, data, and machine learning to solve problems, create new ways of assessing risk and opportunity in the portfolio(s), and to enhance the analysis and understanding of risk adjusted returns
- Works closely with Investments and other areas of the company, including in close collaboration with Enterprise Risk Management (ERM), to ensure risk is considered in decisions and are aggregated
- Leads a team that identifies, assesses, manages and reports on top and emerging risks in the investment portfolio
- Conducts scenario analysis and stress testing to better inform decision making, including portfolio valuation and analytics, impairment and downgrade sensitivity analysis, and portfolio performance analysis
- Anticipates and assesses new risk concentrations and concerns. Identifies opportunities to optimize portfolio risk adjusted returns
- Develops a ‘suite’ of risk mitigation strategies to develop a view and determine a course of action
- Responsible for rigorous model governance to maintain and ensure accuracy of any models used
- Partners with data and technology to produce and report portfolio level descriptive risk statistics (analytics) and security level metrics to be used throughout Investments as the one version of the truth for all reporting, market insights, performance and risk measurement
- Oversees associate management including performance management, salary planning and administration, training and development, workflow and organization planning, day-to-day management, hiring and placement, and disciplinary actions for direct and possibly indirect reports
Preferred Qualifications
- CFA, FRM, CQF preferred