Manager, Market Risk Management (San Francisco)

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.

This role is within Corporate Risk Management and responsible for assessing and reporting on market and capital risk across all entities of the Charles Schwab Corporation, including Charles Schwab Bank. The position requires working with senior leadership, Treasury, Financial Planning & Analysis and various regulatory organizations to develop and communicate market and investment risk across Charles Schwab Corporation. This is an Individual Contributor role with no direct reports. This role reports to the Director, Market Risk Management .

What you’ll do:

• Perform Interest Rate Risk and Capital Risk analysis for Charles Schwab Corporation
• Construct detailed market and stress scenario analyses to assess market and capital risk
• Present scenarioresults to senior management on a regular basis
• Value fixed income, mortgage and derivative securities
• Generate risk metrics that are reported to a number of senior management risk committees
• Work with various quantitative groups to enhance models for fixed income instruments, interest rate, deposit products and prepayment speeds from a risk perspective and communicate market risk impacts to upper management
• Provide insight into model functionality, capabilities, and limitations
• Maintain documentation of modelingassumptions and methodologies
• Produce presentation materials targeted at varying types of audiences

What you have

To ensure that we fulfill our promise of “challenging the status quo,” this role has specific qualifications that successful candidates should have.

Required Qualifications:

• Bachelor's degree required
• 2+ years of experience in a financial institution working in an analytical role
• Experience working with financial data or quantitative modeling
• Self-motivated andable to support initiatives and projects with persistent inquiry
• Strong attention to detail
• Strong written and verbalcommunication skills

Preferred Qualifications :

• Relevant treasury or market risk experience
• Degreein Finance, computer science, or quantitativefield preferred
• SQL and Python experience strongly preferred
• Experience with 3rd party ALM applications such as, Polypaths, Bancware or QRM
• Progress toward CFA or FRM designation
• Analyticaland quantitative skills