
Manager, Treasury– ALM Strategy
Develop and maintain models used to forecast net interest revenue for the combined firm which includes modeling of fixed income securities and new investments in PolyPaths. Streamline and automate revenue forecasting process in PolyPaths to enable faster turnaround time and strategic value of the forecast. Inform balance sheet strategy and collaborate with the revenue forecasting team and balance sheet strategy team to meet ALM objectives Partner with Model Risk and serve as a liaison for model development, model validation, performance monitoring, and capital stress testing. Develop and maintain models used for bank lending to predict new loan originations, paydowns, and defaults for first mortgages, home equity lines of credit, and pledged asset lines. Develop and maintain multiple proprietary deposit models used to model client behavior and characterize interest rate risk associated with our largest source of funds.
A minimum of 8-10 years of relevant experience
Experience with Linux/Unix operating system is beneficial
Expertise in fixed-income mathematics and valuation
Strong knowledge of fixed income modeling in systems such as PolyPaths, BlackRock, Murex, Bloomberg, QRM, Calypso
Enthusiasm to work in white space and the ability to create innovative analyses to help drive the strategy for the portfolio
Sql
Python
Time Management Skills
Strong quantitative skills
Prepayment modeling
Communication Skills
Problem-solving and resourcefulness
Results-Driven
Flexibility/Adaptability
Detail Oriented and Organized
Multi tasker
According to JobzMall, the average salary range for a Manager, Treasury– ALM Strategy in 211 Main St, San Francisco, CA 94105, USA is $90,000 to $110,000 per year. This salary range can vary depending on the individual's experience, qualifications, and other factors.
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Through its operating subsidiaries, The Charles Schwab Corporation (NYSE: SCHW) provides a full range of securities brokerage, banking, money management and financial advisory services to individual investors and independent investment advisors. Its broker-dealer subsidiary, Charles Schwab & Co., Inc. (member SIPC, www.sipc.org), and affiliates offer a complete range of investment services and products including an extensive selection of mutual funds; financial planning and investment advice; retirement plan and equity compensation plan services; compliance and trade monitoring solutions; referrals to independent fee-based investment advisors; and custodial, operational and trading support for independent, fee-based investment advisors through Schwab Advisor Services.

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