Sr Manager, Risk Analytics/Modeling

Job Duties

• Develop and maintain quantitative risk tools using various IT solutions including C#, Python, SQL, Continuous Integration software.
• Complete end-to-end data science projects solving trading and financial crimes problems.
• Read, analyze, and interpret government and industry standards for Margin Loan portfolios and convert them to functional models.
• Provide model documentation for internal and external governance, validation, and oversight.
• Study, analyze and utilize large data sets.
• Contribute to an Agile software team to deliver results iteratively.
• Present approaches to internal management as well as auditors and consultants.
• Cook up between Corporate Risk organization, technology, and business partners to achieve desired objectives.

Job Requirements

• Requires Bachelor’s in Finance, Mathematical Finance, or a related field and 60 months of progressive, post-Bachelor’s experience in a related occupation.
• Experience must include 60 months of experience involving the following:
• SQL including develop, debug complex SQL queries;
• C# with developing and maintaining programs and applications;
• Python programming for data processing and workflow development;
• Financial modeling with options pricing using Black-Scholes or other models;
• Building statistical or machine learning models using frameworks in Python;
• Data cleaning, missing data imputation, statistical transformations for time-series data, and data validation workflows;
• Perform risk analysis using Value-at-Risk or other simulation techniques;
• Data visualization tools to create dashboards, including Python dashboards.

Benefits

• 401(k) w/ company match
• Employee stock purchase plan
• Paid vacation, volunteering, 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

Schedule

Hybrid/Remote work schedule available for eligible positions (subject to Schwab’s internal approach to workplace flexibility).

Pay

Starting compensation depends on related experience. Annual bonus and other eligible earnings are not included in the ranges above.