Senior Treasury Modeling Researcher

About the role

As a Sr. Manager (Modeling Research) you will be part of the Product Modeling team within the Treasury Modeling department. The Product Modeling team is responsible for developing forecasting, pricing, and segmentation models across deposits, margins, and other on-/off-balance sheet products, combining structural modeling, quantitative research, and data-driven analytics to support recurring business forecasts.

What you'll do

• 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
• Leverage industry opportunities to expand the organization's capabilities in data science, engineering, and modeling techniques

What you need

• 5–9 yrs of experience
• Treasury
• Financial statements
• Data analysis
• C++
• SQL
• Physics
• PhD

Good to have

• Python
• Market risk
• Machine learning