Manager, Treasury Modeling Researcher

Job Description

Responsibilities

• Gain a deep understanding of the various forecasting models which measure the market risk in financial projections associated with a diverse set of products across the balance sheet.
• Architect models into Forecast Stack for various forecast assumptions and model-as-a-service api use cases.
• Analyze large datasets to extract insights into Schwab's balance sheet and clients, and to provide analytical support for strategic decisions.
• Develop new models for margin and deposit products. This includes research, writing of model white papers and technical papers and model maintenance.
• Develop and refine structural and quantitative models using granular datasets to improve forecasts and understand customer and product behavior; apply machine learning techniques selectively where they provide incremental value.
• Leverage industry opportunities to expand the organization's capabilities in data science, engineering, and modeling techniques.
• 401(k) with company match and Employee stock purchase plan
• Paid time for vacation, volunteering, and 28-day sabbatical after every 5 years of service for eligible positions
• Paid parental leave and family building benefits
• Tuition reimbursement
• Health, dental, and vision insurance