Senior Manager, Finance Risk Management

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.Join our team as a Senior Manager – Models & Methodology and take the next step in your career with a role that offers ongoing professional growth, consistent challenges, and support from passionate leaders who value your expertise and encourage your development.As part of the Finance Risk Management (FRM) function, you will be at the forefront of designing and implementing a comprehensive risk management strategy within Finance. Our function is an in-business team responsible for identifying and mitigating financial risks while fostering innovation and supporting business growth. Your mandate will cover liquidity risk, interest rate risk, capital risk, and regulatory risk management across the Finance organization.You will collaborate closely with second line Corporate Risk Management and Model Risk Oversight teams to develop and enhance robust risk management policies, methodologies, and limits. By partnering across the firm, you will help drive efficiency, effectiveness, and productivity—ensuring financial flexibility and supporting our company's strategic objectives.We are seeking a dynamic and experienced professional to report directly to the Head of Models & Methodology. If you are passionate about risk management, thrive in a dynamic environment, and are committed to continuous improvement, we invite you to apply and become an integral part of our forward-thinking team.What you haveRequired Qualifications:Bachelor's degree10+ years of related work experience.Knowledge of leading Liquidity Risk Management standards and modelling practices, including the FR2052a/LCR/NSFR, Liquidity Stress Testing, or Recovery and Resolution Planning Knowledge of leading Asset-Liability Management, Interest Rate Risk Management in the Banking Book, or Funds Transfer Pricing standards and modelling practicesKnowledge of CCAR/DFAST or other Capital Stress Testing or Planning Experience with financial systems and bank data managementExperience with Model Risk Management standards and practicesExcellent analytical, strategic planning, and problem-solving skillsExcellent oral and written communication skills and ability to engage senior stakeholdersSelf-directed, able to multi-task, and perform under strict deadlinesAbility to create presentations for executive audiencesPreferred Qualifications:MBA or Master's Degree in a quantitative disciplineModel development, testing, governance, or validation experienceExperience with SQL, Python, R, AI platforms, or similar languages and applicationsWhat You'll do:Work with Finance partners and the Transformation teams to adopt an integrated and robust modelling infrastructure across FinanceAssess and advise on evolving interpretations of financial risk regulatory standards Work with Finance partners to review data controls that support liquidity risk, market risk, and capital stress testing models and reportsAid in balance sheet strategy by implementing appropriate client segmentation to optimize client growth, net interest margin, and funding resilience.In addition to the salary range, this position is also eligible for bonus or incentive opportunities. Job SummaryRequisition ID: 2026-120211Posted Date: 14 hours ago(3/25/2026 1:45 PM)Category: Risk & RegulatorySalary Range: USD $103,500.00 - $230,000.00 / YearApplication deadline: 4/1/2026Position Type: Full time