Current jobs related to Senior Quantitative ALM and Market Risk Modeler - Lone Tree - Charles Schwab
-
Quantitative ALM and Market Risk Model Lead
3 days ago
Lone Tree, Colorado, United States The Charles Schwab Corporation Full timeAbout the RoleAs a key member of the Treasury Capital Markets (TCM) function, you will play a critical role in shaping the company's risk management strategy. With a focus on quantitative ALM and market risk modeling, you will work closely with cross-functional teams to identify and mitigate potential risks.Key ResponsibilitiesDevelop and maintain complex...
-
Quantitative Risk Analyst
4 days ago
Lone Tree, Colorado, United States Charles Schwab Full timeModel Risk Oversight RoleAt Charles Schwab, we are seeking a skilled Quantitative Risk Analyst to join our Model Risk Oversight team. This team plays a critical role in identifying, reviewing, and monitoring all models used by the company.The successful candidate will be responsible for conducting model validations, presenting work through formal reports,...
-
Market Risk Model Validation Manager
4 weeks ago
Lone Tree, CO, United States Charles Schwab Full timeYour opportunityAt Schwab, you’re empowered to make an impact on your career. Here, innovative thought meets creative problem solving, helping us “challenge the status quo” and transform the finance industry together. Model Risk Oversight is a strategic function within the broader Corporate Risk Management umbrella that utilizes a broad spectrum of...
-
Quantitative Model Validation Specialist
7 days ago
Lone Tree, Colorado, United States Charles Schwab Full timeModel Validation Senior SpecialistAt Charles Schwab, we're empowering our employees to make a meaningful impact on their careers. Our innovative culture combines creative problem-solving with a passion for transforming the finance industry.The Model Risk Oversight team plays a critical role in identifying, reviewing, and monitoring all models at the company....
-
Senior Treasury Capital Markets Specialist
4 days ago
Lone Tree, Colorado, United States Charles Schwab Full timeAbout the RoleWe 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 management framework.Responsibilities will include:Assisting in the development and...
-
Quantitative Model Validation Specialist
2 weeks ago
Lone Tree, Iowa, United States Charles Schwab Full timeAbout the RoleWe are seeking a highly skilled Quantitative Model Validation Specialist to join our Model Risk Oversight team at Charles Schwab. As a key member of our team, you will be responsible for conducting model validations and making significant contributions to the development of our financial models.Key ResponsibilitiesConduct model validations...
-
Senior Treasury Capital Markets Specialist
3 days ago
Lone Tree, Douglas County, CO, United States Charles Schwab Full timeAbout the RoleWe 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...
-
Model Validation Senior Specialist
4 weeks ago
Lone Tree, United States Charles Schwab Full timeYour opportunityAt Schwab, you’re empowered to make an impact on your career. Here, innovative thought meets creative problem solving, helping us “challenge the status quo” and transform the finance industry together. Model Risk Oversight is a strategic function within the broader Corporate Risk Management umbrella that utilizes a broad spectrum of...
-
Senior Manager
1 week ago
Lone Tree, Iowa, United States Charles Schwab Full timeAbout the RoleWe are seeking a highly skilled Senior Manager to join our Asset Liability Management (ALM) team within our Corporate Treasury department at Charles Schwab. As a key member of our team, you will be responsible for leading the development and management of our interest rate risk (IRR) policy, framework, and limit structure.Key...
-
Model Validation Senior Specialist
4 weeks ago
Lone Tree, CO, United States Charles Schwab Full timeYour opportunityAt Schwab, you’re empowered to make an impact on your career. Here, innovative thought meets creative problem solving, helping us “challenge the status quo” and transform the finance industry together. Model Risk Oversight is a strategic function within the broader Corporate Risk Management umbrella that utilizes a broad spectrum of...
-
Senior Manager
2 weeks ago
Lone Tree, Iowa, United States Charles Schwab Full timeJob Title: Senior ManagerJoin Charles Schwab as a Senior Manager in our Asset Liability Management (ALM) team, where you will play a key role in shaping the company's balance sheet strategy and managing interest rate risk.About the RoleWe are seeking a highly experienced professional with a strong background in treasury, finance, and ALM to lead the...
-
Senior Manager
3 days ago
Lone Tree, Douglas County, CO, United States Charles Schwab Full timeAbout the RoleAt Charles Schwab, we're committed to empowering our employees' personal and professional success. We're seeking a highly skilled Senior Manager to join our Asset Liability Management (ALM) team within our Corporate Treasury department.The ideal candidate will have 7+ years of experience in treasury, finance, ALM, and/or related interest rate...
-
Senior Simulation and Modeling Engineer
1 month ago
Lone Tree, Iowa, United States Sierra Nevada Corporation Full timeJob Title: Senior Simulation and Modeling EngineerWe are seeking a highly skilled Senior Simulation and Modeling Engineer to join our team at Sierra Nevada Corporation. As a key member of our engineering team, you will be responsible for designing, developing, and testing cutting-edge software simulations for autonomous aircraft and missile...
-
Senior Simulation and Modeling Engineer
2 weeks ago
Lone Tree, Iowa, United States SNC Ltd Full timeJob Title: Senior Simulation and Modeling EngineerWe are seeking a highly skilled Senior Simulation and Modeling Engineer to join our team at SNC Ltd. As a key member of our engineering team, you will be responsible for designing, developing, and testing cutting-edge software simulations for autonomous aircraft and missile systems.Responsibilities:Lead the...
-
Principal Systems Engineer
4 weeks ago
Lone Tree, Iowa, United States SNC Full timeJob SummaryWe are seeking a highly skilled Principal Systems Engineer to join our team at SNC. As a Principal Systems Engineer, you will be responsible for leading the human factors engineering effort and advising engineering on all aspects of human factors engineering.You will participate in customer meetings at the Senior Leadership level and communicate...
-
Senior Simulation and Modeling Engineer
3 weeks ago
Lone Tree, Iowa, United States Sierra Nevada Corporation Full timeSimulation and Modeling EngineerWe are seeking a highly skilled Simulation and Modeling Engineer to join our team at Sierra Nevada Corporation. As a key member of our engineering team, you will be responsible for designing, building, and testing comprehensive software simulations for cutting-edge autonomous aircraft and missile systems.Responsibilities:Lead...
-
Senior Simulation and Modeling Engineer
1 week ago
Lone Tree, Iowa, United States Sierra Nevada Corporation Full timeSimulation and Modeling EngineerWe are seeking a highly skilled Simulation and Modeling Engineer to join our team at Sierra Nevada Corporation. As a key member of our engineering team, you will be responsible for designing, developing, and testing cutting-edge software simulations for autonomous aircraft and missile systems.Responsibilities:Lead the...
-
Lone Tree, Iowa, United States Verizon Full timeAbout the RoleWe are seeking a highly skilled Senior Manager to lead our Consumer Acquisition Marketing Strategy team. As a key member of our marketing organization, you will be responsible for developing and executing marketing strategies that drive growth and revenue for our Consumer Group.Key ResponsibilitiesDevelop clear marketing strategies that connect...
-
Senior Manager, Communications Specialist
3 weeks ago
Lone Tree, Iowa, United States Charles Schwab Full timeAbout the RoleWe are seeking a highly skilled Senior Manager, Communications with the Public to join our team at Charles Schwab. As a key member of our Communications Review process, you will play a critical role in ensuring that our business communications meet the highest standards of quality, regulatory compliance, and industry best practices.Your primary...
-
Senior Manager, Senior Instructional Designer
4 weeks ago
Lone Tree, United States Charles Schwab Full timeYour opportunityAt Schwab, you’re empowered to make an impact on your career. Here, innovative thought meets creative problem solving, helping us “challenge the status quo” and transform the finance industry together. Schwab’s Risk & Regulatory Learning Team is a team of learning professionals with the power to transform employee behaviors and...
Senior Quantitative ALM and Market Risk Modeler
5 months ago
Your Opportunity
At Schwab, you’re empowered to make an impact on your career. Here, innovative thought meets creative problem solving, helping us “challenge the status quo” and transform the finance industry together.
The Asset Liability Management (ALM) team is a team within our Corporate Treasury department. We are responsible for balance sheet management strategy, portfolio and brokered deposit notional investment allocation decisions, balance sheet modeling and analytics, market risk management, ALM derivatives, and net interest revenue forecasting. The overall team manages fixed-income investments in several portfolios totaling approximately $500 billion in balance sheet assets and approximately $100 billion in off-balance-sheet brokered deposit agreement notional investments.
As an individual contributor within the ALM team focused on Market Risk Modeling, you will play a key role in the overall interest rate risk management, strategic optimization of the balance sheet through the development and execution of a robust market risk modeling framework. You’ll collaborate with investment portfolio managers, risk partners, and product leaders and others across the firm and play a key role in achieving risk-return optimization mandate.
In this role, you will be responsible for modeling, analytics, attribution, and automation for all market risk management related to all on-balance-sheet and off-balance-sheet exposures, including fixed-income investment portfolios, off-balance sheet brokered deposit notional investments, interest rate derivatives, and income modeling associated with all remaining components of the balance sheet. This individual will collaborate with others to optimize our ALM and Market Risk positioning and support allocation decisions and strategy.
This is a role where you will be able to grow your expertise through consistent challenges with the backing of passionate leaders who will value your contributions and prioritize your development.
What you have
Required:
Five years relevant experience or combination of time in post graduate studies Degree in a quantitative field such as Applied Mathematics, Engineering, or Economics is desired. CFA, FRM or PRM designations a plus Expertise in balance sheet modeling, net interest revenue modeling, and EVE modeling Strong fixed-income investment modeling and analytics knowledge Direct experience modeling derivatives and associated hedge accounting Experience with fixed income modeling in systems such as PolyPaths, BlackRock, Murex, Intex, Bloomberg, QRM, Calypso Knowledge of premium discount amortization and associated impact of principal prepayments on Net Investment Income (NII) Knowledge of securities accounting standards and implementationPreferred:
Experience with Python and SQL or another general-purpose programming language is strongly preferred. Experience working with an enterprise risk analytics system with automation features such as PolyPaths Enterprise 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 fast-paced environment. Excellent written and oral communication skillsIn addition to the salary range, this position is also eligible for bonus or incentive opportunities.
Why work for us?Own Your Tomorrow embodies everything we do We are committed to helping our employees ignite their potential and achieve their dreams. Our employees get to play a central role in reinventing a multi-trillion-dollar industry, creating a better, more modern way to build and manage wealth.
Benefits: A competitive and flexible package designed to empower you for today and tomorrow. We offer a competitive and flexible package designed to help you make the most of your life at work and at home—today and in the future.
