Charles Schwab
Overview Manager - ALM Strategy, Derivatives and Hedging. Join to apply for the Manager - ALM Strategy, Derivatives and Hedging role at Charles Schwab.
Have you got what it takes to succeed The following information should be read carefully by all candidates. At Schwab, you’re empowered to make an impact on your career. Here, innovative thought meets creative problem solving, helping us “challenge the status quo” and transform the finance industry together. The Asset Liability Management (ALM) Strategy team within our Corporate Treasury department is responsible for balance sheet management and strategy, portfolio and brokered deposit notional investment allocation decisions, balance sheet modeling and analytics, market risk management, ALM derivatives hedging activities, funds transfer pricing (FTP), and net interest income forecasting. The team manages fixed-income investments in several portfolios totaling over $200 billion, with approximately $500 billion in total balance sheet assets, $85 billion in off-balance-sheet brokered deposit agreement notional investments and $30 billion in aggregate notional amounts of derivatives instruments. As an individual contributor within the ALM Strategy team focusing on derivatives and hedging, you will play a key role in the management of our derivatives hedging program used to drive ALM outcomes and mitigate the interest rate risk that arises from normal business activities across the firm. The team owns all aspects of the hedging program including strategy, execution, system implementation, hedge accounting, reporting and governance – collaborating with Treasury and internal business partners, including investment portfolio managers, funding managers, risk partners, corporate accounting, technology product owners and business lines. You will have opportunities to grow your expertise through consistent challenges and supportive leadership that values your contributions and development. What you have
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Have you got what it takes to succeed The following information should be read carefully by all candidates. At Schwab, you’re empowered to make an impact on your career. Here, innovative thought meets creative problem solving, helping us “challenge the status quo” and transform the finance industry together. The Asset Liability Management (ALM) Strategy team within our Corporate Treasury department is responsible for balance sheet management and strategy, portfolio and brokered deposit notional investment allocation decisions, balance sheet modeling and analytics, market risk management, ALM derivatives hedging activities, funds transfer pricing (FTP), and net interest income forecasting. The team manages fixed-income investments in several portfolios totaling over $200 billion, with approximately $500 billion in total balance sheet assets, $85 billion in off-balance-sheet brokered deposit agreement notional investments and $30 billion in aggregate notional amounts of derivatives instruments. As an individual contributor within the ALM Strategy team focusing on derivatives and hedging, you will play a key role in the management of our derivatives hedging program used to drive ALM outcomes and mitigate the interest rate risk that arises from normal business activities across the firm. The team owns all aspects of the hedging program including strategy, execution, system implementation, hedge accounting, reporting and governance – collaborating with Treasury and internal business partners, including investment portfolio managers, funding managers, risk partners, corporate accounting, technology product owners and business lines. You will have opportunities to grow your expertise through consistent challenges and supportive leadership that values your contributions and development. What you have
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