Senior Treasury Capital Markets Specialist

4 days ago


Lone Tree Douglas County CO, United States Charles Schwab Full time

About the Role

We are seeking a highly skilled Treasury Capital Markets Risk Modeling Expert to join our team at Charles Schwab. As a key member of our Asset Liability Management (ALM) team, you will play a critical role in developing and executing a robust market risk modeling framework to support our balance sheet management strategy.

Key Responsibilities

  • Assist in building a robust Market Risk Management modeling framework by developing, testing, documenting, deploying, and maintaining various models and non-model processes on the term structure of interest rates, interest rate risk, mortgage prepayment, net interest income (NII) sensitivity, and/or economic value of equity (EVE) sensitivity.
  • Contribute to initiatives to enhance, streamline, and automate balance sheet analytics, NII forecast, and dynamic NII sensitivity measurement.
  • Support ALM Strategy, ALM Analytics, and Investments teams via new and existing capabilities, tools, reports, attributions, and optimizations to inform the optimal positioning of the investment portfolio through rate cycles, with a significant emphasis on risk management.

Requirements

  • Two years of relevant experience or combination of time in post-graduate studies.
  • Degree in a quantitative field such as Applied Mathematics, Engineering, or Economics.
  • Strong quantitative skills in fixed income modeling and analytics.
  • Experience with SQL and Python or another general-purpose programming language.
  • Expertise in one or more of the following areas: mortgage product and prepayment modeling, balance sheet modeling, interest rates and volatility modeling, interest rate derivatives modeling, and NII/EVE sensitivity modeling.
  • Knowledge of securities accounting standards and implementation.
  • Strong written and oral communication skills.
  • Enthusiasm to work in white space and the ability to create innovative analyses to help drive the strategy and risk management of the balance sheet.
  • Ability to multi-task while maintaining composure in a potentially fast-paced environment.

About Charles Schwab

At Charles Schwab, we are committed to empowering our employees' personal and professional success. Our purpose-driven, supportive culture, and focus on your development mean you'll get the tools you need to make a positive difference in the finance industry. Our Hybrid Work and Flexibility approach balances our ongoing commitment to workplace flexibility, serving our clients, and our strong belief in the value of being together in person on a regular basis.

What We Offer

  • Competitive salary range: $65,300 - $133,500 per year.
  • 401(k) with company match and Employee stock purchase plan.
  • Paid time for vacation, volunteering, and 28-day sabbatical after every 5 years of service for eligible positions.
  • Paid parental leave and family building benefits.
  • Tuition reimbursement.
  • Health, dental, and vision insurance.


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