Director, Risk Analytics/Modeling

Your Opportunity

Schwab remains committed to providing increased visibility to career growth opportunities and job requirements. This posting announcement is part of increased transparency and while all qualified applicants will be reviewed and considered, this organization has a preferred candidate identified for this role. 

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. We believe in the importance of in-office collaboration and fully intend for the selected candidate for this role to work on site in the specified location(s).

The Liquidity and Capital Risk Oversight function is a key pillar within Financial Risk Management (FRM) under the Corporate Risk Management (CRM) organization. Our mission is to provide independent oversight and effective challenge of firm-wide liquidity risk and capital reporting. This role is pivotal in designing and evolving a scalable risk analytics infrastructure that supports FinROC, senior management, and regulatory expectations.

What you’ll do:

• Lead the evolution of the strategic roadmap for Liquidity/Capital Risk Oversight automation, integrating CI/CD tools to ensure production processes are scalable, resilient, and fully auditable.
• Provide technical oversight for key metrics (LCR, NSFR, LST) by developing independent calculations, automated reconciliations, and quality assurance frameworks to support the effective challenge of 1LOD.
• Drive the modernization of liquidity stress testing (LST) capabilities, including the implementation of Intra-day LST and ongoing model enhancements in alignment with Model Risk Oversight (MRO) and regulatory standards.
• Architect data pipelines, API integrations, and database objects to support timely risk reporting and expanding analytics needs across various risk stripes.
• Partner with Internal Audit, Compliance, and MRO to maintain rigorous documentation and control infrastructure, supporting the successful remediation of audit and exam feedback.
• Deliver committee-ready materials for the Board and senior management, translating complex quantitative data into clear, decision-useful narratives.
• Evaluate and pilot emerging capabilities (e.g., Vertex AI, ML-based benchmarking, and Cloud Run) to improve the transparency and repeatability of oversight reporting.
• Act as a senior individual contributor and mentor, setting the engineering and control standards for the team’s tooling (e.g., defining runbooks, establishing data quality checks, and implementing segregation-of-duties practices).
• Establish data quality and reconciliation checks, drive change management discipline (including CI/CD and testing), and implement monitoring/alerting, access controls, and segregation-of-duties practices that improve auditability and operational resilience

What you have

Required Qualifications:

• Bachelor’s degree in quantitative or technical field (Finance, Computer Science, Engineering, or Economics).
• 7+ years of progressive experience in liquidity risk, risk analytics, data engineering within a highly regulated financial services environment.
• Demonstrated proficiency in building CI/CD-enabled data pipelines and analytics solutions using SQL and Python.
• Exceptional executive communication skills with a track record of presenting technical/quantitative results to senior committees.
• Proven ability to lead cross-functionally, set priorities amid shifting demands, and deliver high-quality outcomes under time-sensitive governance and reporting timelines
• Deep understanding of liquidity products, funding sources, and balance sheet concepts as they relate to risk metrics and stress testing.

• Ability to represent the function in senior forums and with audit/regulatory stakeholders, including clear articulation of methodology, controls, evidence, and key risks/issues

Preferred Qualifications:

• Advanced experience with enterprise risk governance frameworks (MRO), internal controls, and regulatory examination processes.
• Familiarity with balance sheet and investment portfolio concepts relevant to liquidity risk (bank and broker-dealer), including stress testing and liquidity buffer considerations
• Experience with modern cloud platforms (e.g., Google BigQuery, managed orchestration) and BI tools for building dashboards and automated reporting workflows like Tableau.

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