Sr Manager, Risk Analytics​/Modeling

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. We believe in the importance of in-office collaboration and fully intend for the selected candidate for this role to work on site in the specified location(s).Schwab’s Asset Liability Management and Market Risk Modeling team develops and maintains models that inform financial planning, market risk management, hedging strategies, capital stress testing, and balance sheet decisions across our banking, broker-dealer, investment, and derivatives portfolios.

As a senior individual contributor, you will help ensure the Poly Paths modeling platform and its production infrastructure remain accurate, scalable, well-controlled, and ready to support critical business  this role, you will lead enhancements, upgrades, testing, production validation, and issue resolution for Poly Paths and its Enterprise jobs. You will model interest rate derivatives and hedging strategies, evaluate hedge accounting and accumulated other comprehensive income impacts, and analyze outcomes across net interest income, economic value of equity, capital, and financial forecasts.

Your judgment will help strengthen model performance, production controls, data quality, and governance across business-as-usual and capital stress-testing processes.

You will collaborate across Treasury Capital Markets, Investment Strategy, Finance, Technology, Model Risk Oversight, and external vendor teams to solve complex platform and modeling challenges. Through technical leadership, clear communication, and practical problem-solving, you will establish modeling standards, mentor colleagues, and translate complex analytical and accounting concepts into insights that support sound decisions and meaningful business outcomes.

What you have Required qualifications

Bachelor’s degree in Applied Mathematics, Engineering, Finance, Economics, Statistics, Computer Science, or a related quantitative discipline5+ years of professional experience in asset liability management, net interest income or economic value of equity sensitivity analytics, scenario analysis, or an equivalent combination of professional experience and graduate studies

Experience modeling cash flow or fair value hedging strategies within a major banking or insurance organization

Experience applying ASC 815 hedge accounting concepts, including accumulated other comprehensive income, other comprehensive income amortization, basis adjustments, or gain and loss forecasting

Hands-on experience using Poly Paths to create Enterprise jobs, model fixed income securities, construct yield curves, perform App Port analytics, and review or troubleshoot asset liability management simulation runs Experience using Batch Calc, BatchALM, or distributed processing to automate processes within the Poly Paths environment

Preferred qualifications

Advanced degree in a quantitative or technical disciplineCFA, FRM, PRM, or a comparable professional designation

Experience leading vendor platform upgrades, release assessments, regression testing, production validation, model change governance, or remediation of complex production issues

Proficiency in Modeling and Model Evaluation to design enhancements, test results, identify unexpected outcomes, and support reliable financial and risk decisions

Experience applying Derivative Securities and Fixed Income knowledge to interest rate swaps, caps, floors, investment portfolios, and hedging strategies

Experience using Python, SQL, or comparable technologies to enhance automation workflows, data pipelines, analytical tools, regression testing, or production…