Charles Schwab · 3 months ago
Manager, ALM - Market Risk Modeling
US-CO-Lone Tree
Full-time
Onsite
Mid Level
$90K/yr - $160K/yr
3+ years expCharles Schwab is a leader in the finance industry, seeking a Manager for their Asset Liability Management (ALM) team focused on Market Risk Modeling. In this role, you will be responsible for developing and executing a robust market risk modeling framework and collaborating with various stakeholders to optimize balance sheet management and interest rate risk.
Financial Services
Responsibilities
Deploying vendor models and developing in-house quantitative models to support interest rate risk management within ALM team
Managing prepayment models, new volume pricing models as well as yield curve models
Maintaining current automation framework written in Python and improving and adding new features to it
Collaborating with ALM analytics and other modeling teams to achieve balance sheet management goals
Qualification
Required
Three 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
Expertise in general fixed-income security modeling and analytics
Strong background with yield curve modeling, including stochastic interest rate models as well as volatility models
Practical knowledge with modern technology stack including OOP, database, cloud platforms
Experience in building automation pipelines with Python/C++/C#/SQL
Preferred
Experience with interest rate risk management systems such as PolyPaths, Intex, Bloomberg, QRM, Calypso
Experience with Interest rate risk in the banking book, including NII and EVE simulations
CFA, FRM or PRM designations a plus
Benefits
Bonus or incentive opportunities
Company
Charles Schwab
We have plans for every turn you take.
10001+ employees
H1B Sponsorship
Charles Schwab has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
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2025 (579)
2024 (468)
2023 (455)
2022 (705)
2021 (483)
2020 (282)
Funding
Current Stage
Late StageLeadership Team
J
Jim McGreevy
Senior Project Manager
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