You do NOT have to convert to Islam. Islam allows a man to marry a woman from any of the five true faiths. However, you will have to raise your children, if you have any, as Muslims. Well, if your woman wants to marry you in the Islamic way, you have to convert to Islam.

Do you have to convert for nikah?

According to Islam, a Muslim womans marriage is only valid if she marries a Muslim man. In all other cases, the non-Muslim fiance must convert to Islam before the marriage can be finalized in Islam, or before a nikah can take place.