Risk Analytics Data Engineer

Charles Schwab

  • USA
  • $83,800-130,000 per year
  • Permanent
  • Full-time
  • 1 day ago
Your OpportunityAt 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.This role is within Corporate Risk Management and 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 Director, Market Risk Management.What you’ll do:
  • Perform Interest Rate Risk and Capital Risk analysis for Charles Schwab Corporation
  • Design and construct data pipelines for the transformation and visualization of risk data
  • Manage the production build pipeline for the deployment of new and modified jobs
  • Engineer tableau dashboards for management reporting utilizing above data pipelines
  • Construct detailed market and stress scenario analyses to assess market and capital risk
  • 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 haveTo ensure that we fulfill our promise of “challenging the status quo,” this role has specific qualifications that successful candidates should have.Required Qualifications:
  • Bachelor's degree required
  • 2+ years of experience in one or more object-oriented programming languages: Python, C#, R, Java, etc.
  • Experience working with financial data
  • Self-motivated and able to support initiatives and projects with persistent inquiry
  • Strong attention to detail
  • Strong written and verbal communication skills
Preferred Qualifications:
  • Experience in one or more data visualization applications strongly preferred: Tableau, Power BI etc.
  • Relevant treasury or market risk experience
  • Degree in Finance, computer science, or quantitative field preferred
  • Experience in SQL
  • Experience with 3rd party ALM applications such as, Polypaths, Bancware or QRM
  • Progress toward CFA or FRM designation
  • Analytical and quantitative skills
  • Experience with Continuous Integration / Continuous Deployment (CI/CD) is a plus

Charles Schwab