Charles Schwab

Manager, Treasury– ALM Strategy

Charles Schwab

211 Main St, San Francisco, CA 94105, USA
Full-TimeDepends on ExperienceSenior LevelBachelors
Job Description

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.

Where is this job?
This job is located at 211 Main St, San Francisco, CA 94105, USA
Job Qualifications
  • 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

Required Skills
  • Sql

  • Python

  • Time Management Skills

  • Strong quantitative skills

  • Prepayment modeling

Soft Skills
  • Communication Skills

  • Problem-solving and resourcefulness

  • Results-Driven

  • Flexibility/Adaptability

  • Detail Oriented and Organized

  • Multi tasker

Compensation

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.

Additional Information
Charles Schwab is an Equal Opportunity Employer. We celebrate diversity and are committed to creating an inclusive environment for all employees. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity, age, status as a protected veteran, status as an individual with a disability, or other applicable legally protected characteristics.
Required LanguagesEnglish
Job PostedSeptember 29th, 2021
Apply BeforeMay 22nd, 2025
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About Charles Schwab

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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