Description

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.

Join our team as a Senior Manager - Models & Methodology and take the next step in your career with a role that offers ongoing professional growth, consistent challenges, and support from passionate leaders who value your expertise and encourage your development.

As part of the Finance Risk Management (FRM) function, you will be at the forefront of designing and implementing a comprehensive risk management strategy within Finance. Our function is an in-business team responsible for identifying and mitigating financial risks while fostering innovation and supporting business growth. Your mandate will cover liquidity risk, interest rate risk, capital risk, and regulatory risk management across the Finance organization.

You will collaborate closely with second line Corporate Risk Management and Model Risk Oversight teams to develop and enhance robust risk management policies, methodologies, and limits. By partnering across the firm, you will help drive efficiency, effectiveness, and productivity-ensuring financial flexibility and supporting our company's strategic objectives.

We are seeking a dynamic and experienced professional to report directly to the Head of Models & Methodology. If you are passionate about risk management, thrive in a dynamic environment, and are committed to continuous improvement, we invite you to apply and become an integral part of our forward-thinking team.

What you have

Required Qualifications:

• Bachelor's degree
• 10+ years of related work experience.
• Knowledge of leading Liquidity Risk Management standards and modelling practices, including the FR2052a/LCR/NSFR, Liquidity Stress Testing, or Recovery and Resolution Planning
• Knowledge of leading Asset-Liability Management, Interest Rate Risk Management in the Banking Book, or Funds Transfer Pricing standards and modelling practices
• Knowledge of CCAR/DFAST or other Capital Stress Testing or Planning
• Experience with financial systems and bank data management
• Experience with Model Risk Management standards and practices
• Excellent analytical, strategic planning, and problem-solving skills
• Excellent oral and written communication skills and ability to engage senior stakeholders
• Self-directed, able to multi-task, and perform under strict deadlines
• Ability to create presentations for executive audiences
  

Preferred Qualifications:

• MBA or Master's Degree in a quantitative discipline
• Model development, testing, governance, or validation experience
• Experience with SQL, Python, R, AI platforms, or similar languages and applications
  

What You'll do:

• Work with Finance partners and the Transformation teams to adopt an integrated and robust modelling infrastructure across Finance
• Assess and advise on evolving interpretations of financial risk regulatory standards
• Work with Finance partners to review data controls that support liquidity risk, market risk, and capital stress testing models and reports
• Aid in balance sheet strategy by implementing appropriate client segmentation to optimize client growth, net interest margin, and funding resilience.
  

In addition to the salary range, this position is also eligible for bonus or incentive opportunities.



Requisition #: 2026-120211

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Requirements

2026-120211