AVP, Asset Liability Management
Core
Lead quantitative and qualitative analysis to optimize asset allocation, manage interest rate and liquidity risks, and shape investment strategy for Nationwide Financial's portfolio.
Role type
Senior Asset Liability Management (ALM) Leader
Builds
Investment strategies, hedging frameworks, and balance sheet optimization models
Domain
Financial Services / Insurance / Asset Liability Management
Deliverable
production ML models | product features
Required skills
Fixed income and derivative asset class concepts, liquidity risk modeling, regulatory compliance knowledge, team leadership, financial modeling
Preferred skills
Actuarial designation (FSA/ASA) or CFA, 10+ years in investments/ALM, M&A deal competitiveness analysis
Technologies
Quantitative risk frameworks, reporting ecosystems, automation tools
Responsibilities
Lead development of investment strategies backing liabilities, manage hedging strategies for balance sheet risks, drive pricing competitiveness for ALM factors, monitor liquidity risk and define drivers, optimize asset warehouse allocation, advise valuation teams on asset selection, partner with Enterprise Risk Management, interact with regulatory bodies, provide thought leadership on forecasting, lead balance sheet optimization across product lines, build quantitative risk frameworks, ensure regulatory compliance, serve as liaison to ALCO, lead a team of ALM professionals, support asset accounting decisions, drive reporting modernization
Seniority
Senior, hands-on IC with leadership responsibilities
