Charles Schwab
Manager – Balance Sheet Forecasting & Analytics
Charles Schwab, Littleton, Colorado, United States, 80130
Manager – Balance Sheet Forecasting & Analytics
At Schwab, you’re empowered to make an impact on your career. The Balance Sheet Forecasting and Analytics team is responsible for balance sheet management strategy, portfolio and brokered deposit notional investment allocation decisions, balance sheet modeling and analytics, market risk management, Asset Liability Management (ALM) derivatives, and net interest income forecasting. The team manages fixed-income investments in several portfolios totaling over $200 billion, with approximately $480 billion in total balance sheet assets and $85 billion in off-balance-sheet brokered deposit agreement notional investments. As a team member, you will contribute to shaping the transformation of the Net Interest Income (NII) forecasting function to be a strategic tool used to optimize the balance sheet and the investment portfolios. Responsibilities include modeling Net Interest Income (NII) generated by the assets and liabilities on the balance sheets of the Corporation and affiliates, under specified economic scenarios for monthly BAU forecasting and for Capital Stress Test scenarios for CCAR and DFAST compliance. You will also partner with the Balance Sheet Strategy, ALM Modeling, and Treasury Automation teams to implement the next generation of infrastructure used to forecast & analyze NII, Liquidity and Capital. Requirements
4+ years relevant experience with an emphasis on a mix of the following: ALM, fixed income analytics, capital markets, interest rate risk or relevant Treasury-related functions, analytics, reporting. Bachelor’s degree required. Master’s degree or CFA preferred. Strong knowledge of Net Interest Revenue (NIR) forecasting. Experience with Polypaths ALM, QRM, or other NIR forecasting software required. Experience with CCAR and the associated reporting and control performance preferred. Experience with Python, Sequel or Artificial Intelligence preferred. Knowledge of fixed-income investment portfolio forecasting at a bank and broker dealer preferred. Enthusiasm to work in white space and the ability to create innovative analyses to help drive the strategy for the company. Ability to multi-task while maintaining composure, determination and grit in a potentially stressful environment. Exceptional leadership, communication, and interpersonal skills. Strong attention to detail, analytical and problem-solving abilities will be critical to success in this role. Excellent written and oral communication skills. Benefits
401(k) with company match and Employee stock purchase plan Paid time for vacation, volunteering, and 28-day sabbatical after every 5 years of service for eligible positions Paid parental leave and family building benefits Tuition reimbursement Health, dental, and vision insurance At Schwab, you’re empowered to shape your future. We champion your growth through meaningful work, continuous learning, and a culture of trust and collaboration.
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At Schwab, you’re empowered to make an impact on your career. The Balance Sheet Forecasting and Analytics team is responsible for balance sheet management strategy, portfolio and brokered deposit notional investment allocation decisions, balance sheet modeling and analytics, market risk management, Asset Liability Management (ALM) derivatives, and net interest income forecasting. The team manages fixed-income investments in several portfolios totaling over $200 billion, with approximately $480 billion in total balance sheet assets and $85 billion in off-balance-sheet brokered deposit agreement notional investments. As a team member, you will contribute to shaping the transformation of the Net Interest Income (NII) forecasting function to be a strategic tool used to optimize the balance sheet and the investment portfolios. Responsibilities include modeling Net Interest Income (NII) generated by the assets and liabilities on the balance sheets of the Corporation and affiliates, under specified economic scenarios for monthly BAU forecasting and for Capital Stress Test scenarios for CCAR and DFAST compliance. You will also partner with the Balance Sheet Strategy, ALM Modeling, and Treasury Automation teams to implement the next generation of infrastructure used to forecast & analyze NII, Liquidity and Capital. Requirements
4+ years relevant experience with an emphasis on a mix of the following: ALM, fixed income analytics, capital markets, interest rate risk or relevant Treasury-related functions, analytics, reporting. Bachelor’s degree required. Master’s degree or CFA preferred. Strong knowledge of Net Interest Revenue (NIR) forecasting. Experience with Polypaths ALM, QRM, or other NIR forecasting software required. Experience with CCAR and the associated reporting and control performance preferred. Experience with Python, Sequel or Artificial Intelligence preferred. Knowledge of fixed-income investment portfolio forecasting at a bank and broker dealer preferred. Enthusiasm to work in white space and the ability to create innovative analyses to help drive the strategy for the company. Ability to multi-task while maintaining composure, determination and grit in a potentially stressful environment. Exceptional leadership, communication, and interpersonal skills. Strong attention to detail, analytical and problem-solving abilities will be critical to success in this role. Excellent written and oral communication skills. Benefits
401(k) with company match and Employee stock purchase plan Paid time for vacation, volunteering, and 28-day sabbatical after every 5 years of service for eligible positions Paid parental leave and family building benefits Tuition reimbursement Health, dental, and vision insurance At Schwab, you’re empowered to shape your future. We champion your growth through meaningful work, continuous learning, and a culture of trust and collaboration.
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