Risk Manager

6 days left

Employer
Charles Schwab
Location
Chicago, USA
Salary
Competitive
Posted
Sep 27, 2020
Closes
Oct 27, 2020
Ref
8521943
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
> Your Opportunity
This is a critical position within Corporate Risk Management, responsible for assessing and reporting on market and capital risk across all entities of the Charles Schwab Corporation, including Charles Schwab Bank. The position requires working with senior leadership, Treasury, Financial Planning & Analysis and various regulatory organizations to develop and communicate market and investment risk across Charles Schwab Corporation. This is an Individual Contributor role with no Direct Reports. This role reports to the Managing Director, Market Risk Management.
What you are good at
  • Perform Interest Rate Risk and Capital Risk analysis for Charles Schwab Corporation
  • Perform a number of detailed market and stress scenario analyses to assess market and capital risk
  • Present and communicate net interest revenue, economic value of equity and capital risk scenario results to senior management on a regular basis
  • Value fixed income, mortgage and derivative securities
  • Generate risk metrics that are reported to a number of senior management risk committees
  • Work with various quantitative groups to enhance models for fixed income instruments, interest rate, deposit products and prepayment speeds from a risk perspective and communicate market risk impacts to upper management
  • Provide insight into model functionality, capabilities, and limitations
  • Maintain documentation of modeling assumptions and methodologies
  • Produce presentation materials targeted at varying types of audiences
What you have
  • 4+ years of experience in banking or insurance with an emphasis on a combination of ALM, fixed income analytics, derivative valuation and capital adequacy assessment
  • Bachelor's degree required. Master's degree preferred. Degrees in Finance, quantitative field or CFA designation preferred
  • Experience with 3rd party ALM applications such as, Polypaths, Bancware or QRM
  • Relevant treasury or market risk experience
  • Ability to manage multiple deliverables concurrently.
  • Self-motivated and able to bring projects to their conclusion and maintain models with persistent inquiry
  • Strong attention to detail, analytical and quantitative skills
  • Strong written and verbal communication skills
  • Prior CCAR and/or DFAST filing and modeling experience is desired but not required
  • Advanced knowledge of Excel and VBA. Experience with SQL is desired but not required

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