Portfolio Credit Risk Modeler; Merton/Monte Carlo
Listed on 2026-10-06
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Finance & Banking
Credit Analyst, Risk Manager/Analyst, Financial Advisor / Consultant
Nationwide is seeking a Risk Analytics Researcher to lead a multi-year stochastic credit risk model for corporate bonds, CM loans, and structured assets. You will collaborate with the specialty finance team, validate models, and translate results for senior leadership.
The role requires 5+ years in quantitative risk modeling, strong programming skills (Python/MATLAB), and knowledge of insurance investment risk. A graduate degree and professional designations are desirable.
This posting is for the Portfolio Credit Risk Modeler (Merton/Monte Carlo) role at OhioX, based in Columbus, OH, United States.
We would love to welcome a new Portfolio Credit Risk Modeler (Merton/Monte Carlo) to our organisation in Columbus, OH, United States.
For the Portfolio Credit Risk Modeler (Merton/Monte Carlo) position at OhioX, we are reviewing applications now.
Step into the Portfolio Credit Risk Modeler (Merton/Monte Carlo) role at OhioX in Columbus, OH, United States and grow with us.
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