Senior Treasury Modeling Researcher

About the Role

As a Senior Manager in the Product Modeling team, you will focus on developing and enhancing forecasting, pricing, and segmentation models for various financial products. This role requires expertise in structural modeling and a proven track record in publishing quantitative research.

Responsibilities

• Gain a deep understanding of forecasting models measuring market risk in financial projections
• Analyze large datasets to extract insights into Schwab's balance sheet and clients
• Develop new models for margin and deposit products, including technical papers and model maintenance
• Refine structural and quantitative models using granular datasets
• Leverage opportunities to enhance capabilities in data science and modeling techniques

Requirements

• Ph.D. in Physics, Applied Mathematics, Engineering, or related field
• Proven track record of publishing quantitative research
• At least 5 years of experience in quantitative modeling with large datasets
• Deep understanding of statistical and quantitative modeling concepts
• Strong programming skills in languages like Python or C++
• Advanced data extraction skills from relational databases

Benefits

• 401(k) with company match and Employee stock purchase plan
• Paid time for vacation and volunteering
• 28-day sabbatical after five years of service
• Paid parental leave and family building benefits
• Tuition reimbursement
• Health, dental, and vision insurance