Charles Schwab & Company, Inc.

Manager - Securities Lending Quantitative Modeler

Westlake, TX, US

Sponsorship not specifiedDetected 15 days ago

PythonC++SQLMachine LearningData AnalysisData ScienceStatisticsForecastingExcelResearchCommunicationProblem SolvingMicrosoft Office

About the role

Your Opportunity At Schwab, you're empowered to make an impact on your career.
Our analytics and models provide valuable and actionable insights to senior stakeholders not only within Treasury, but also across the broader Finance organization and the firm overall.
In this role, you will have the opportunity to use a wide variety of skills.

Gain a deep understanding of securities lending and borrowing models, including the balance, pricing, risk, and P&L drivers that support trading desk decision-making.
Analyze large data sets to extract insights into securities lending activity and provide analytical support for strategic and trading desk decisions.
Support production runs and closely work with downstream users of our models and analytics.
A key focus of our team is to drive forward the model automation efforts across the product modeling team.
We are currently building out a scalable and robust infrastructure that allows us to run forecast scenarios for BAU, market risk, and interest rate risk in a highly automated and controlled fashion.
Additionally, our team is at the forefront of researching and developing new analytics explaining movements in deposits, margin loans and securities lending/borrowing over various time frames.
Based on these analytics, we develop new models that go through a rigorous model validation process.
While doing all this, you will collaborate closely with desk stakeholders and present your results and observations to a wide group of partners.

In addition to the salary range, this position is also eligible for bonus or incentive opportunities.

Your entrepreneurial spirit will help you identify opportunities to improve decision-making and support the bottom line of the Securities Lending trading desk.

As a Manager (AI & Data Science), you will be part of the Product Modeling team within the Treasury Modeling department, serving as a Securities Lending Quant dedicated to the Securities Lending trading desk.
If you are looking for a role where you can leverage all these skills and want to be part of a very impactful and driven team within the Treasury organization, we encourage you to apply.

This listing is sourced directly from Charles Schwab & Company, Inc.'s careers page and normalized into a canonical job model.