Charles Schwab is looking for a Sr. Manager (Modeling Research) to join the Product Modeling team in Lone Tree, CO. This role emphasizes developing and enhancing quantitative forecasting and pricing models. Candidates must have a Ph.D. in a quantitative field and at least 5 years of related experience. Strong programming skills in Python or C++ and experience in statistical modeling are essential. The position offers competitive benefits including a 401(k) match, health insurance, and a hybrid working model.
Qualifications
Ph.D. with strong experience in building structural or mechanistic models.
5+ years experience in a quantitative modeler role, preferably in finance.
Proven track record of publishing quantitative research.
Responsibilities
Develop new models for margin and deposit products.
Analyze large datasets to provide strategic support.
Collaborate with team members and present findings.
Skills
Programming and data manipulation skills
Statistical modeling skills
Team collaboration
Excellent communication
Model development and testing
Education
Ph.D. in Physics, Applied Mathematics, Engineering, or related field
Tools
Python
C++
SQL
Job description
Charles Schwab is looking for a Sr. Manager (Modeling Research) to join the Product Modeling team in Lone Tree, CO. This role emphasizes developing and enhancing quantitative forecasting and pricing models. Candidates must have a Ph.D. in a quantitative field and at least 5 years of related experience. Strong programming skills in Python or C++ and experience in statistical modeling are essential. The position offers competitive benefits including a 401(k) match, health insurance, and a hybrid working model.