Senior Manager – Interest Rate and Capital Risk Analytics
| Company | Charles Schwab |
|---|---|
| Location | Lone Tree, CO, USA, San Francisco, CA, USA, Chicago, IL, USA, Southlake, TX, USA, Omaha, NE, USA |
| Salary | $Not Provided – $Not Provided |
| Type | Full-Time |
| Degrees | Bachelor’s |
| Experience Level | Senior |
Requirements
- Bachelor’s degree required
- 4+ years of experience in banking, insurance or a financial services firm, preferably with an emphasis on a combination of ALM, derivative valuation and capital adequacy assessment
- Experience with interest rate risk management, Financial Planning & Analysis (FP&A), and or asset liability management preferably with ALM applications such as Polypaths, Bancware or QRM
- Knowledge of financial services industry, along with finance & accounting principles and concepts
- High proficiency in Microsoft Excel skills, with an understanding of financial modeling best practices
- Self-motivated and able to support initiatives and projects with persistent inquiry
- Strong attention to detail, analytical and quantitative skills
- Strong written and verbal communication skills
Responsibilities
- Perform Interest Rate Risk and Capital Risk analysis for Charles Schwab Corporation
- Independently construct detailed market and stress scenario analyses to assess market and capital risk
- Present scenario results 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 modeling assumptions and methodologies
- Produce presentation materials targeted at varying types of audiences
Preferred Qualifications
- Degrees in Finance, quantitative field or CFA designation preferred
- SQL is desired but not required
- Exposure to mortgage prepayment and deposit modeling