Senior Manager, Model Risk, Data Science

Job Description

Your Opportunity

The Model Risk Oversight (MRO) team within Corporate Risk Management is responsible for identifying and managing model risk at the company. We are looking for a feature engineer that has a passion for data integration technologies with a background in data warehousing and big data.

The successful candidate will work on various highly visible and impactful projects that promote robust modeling practices across Schwab. Someone who has experience in designing and coding ETL pipeline and wants to be a part of a team developing and analyzing analytical projects in Teradata, big data and cloud technology.

What you are good at

• Review data availability across multiple platforms and identify feature availability
• Testing new features for impact on model performance
• Promote best practices in model risk management across the first and second lines of defense with respect to model development, implementation, testing and change management, and model validation, ongoing monitoring, and outcomes analysis.
• Develop and implement leading strategies to address emerging risks and requirements in alignment with Schwab’s model risk objectives.
• Take an active role in the design of MRO’s model risk management system that facilitates execution of model governance and validation activities.

This Data Science role will be an individual contributor role.

What you have

The ideal candidate will have an entrepreneurial, self-starter spirit with a proven ability to develop new ideas and implement them with technically sound concepts.

• Master’s or doctoral degree in Statistics, Mathematics, Computer Science, Economics, Mathematics, Operations Research, Engineering or similar quantitative field, or related area preferred
• 5 to 7 plus years of experience with model development, implementation, and validation or use,
• Experience with model testing and establishment of model performance monitoring plans (to address model accuracy, stability, potential bias, explainability, and data drift)
• Familiarity with data modeling (logical and/or physical) (> 2 years)
• Experience with Hadoop, MapReduce, Hive, Spark and Teradata (>2 years)
• Strong SQL experience and the ability to develop, tune and debug complex SQL code (>2 years)
• Hands-on experience with Python, C#, statistical and modeling packages
• Knowledge of SQL Server or other database management systems
• Proficiency using MS Word and MS PowerPoint to maintain documentation and relay pertinent and precise information to senior management
• Sharp critical thinking and problem-solving skills

Why work for us?

Own Your Tomorrow embodies everything we do! We are committed to helping our employees ignite their potential and achieve their dreams. Our employees get to play a central role in reinventing a multi-trillion-dollar industry, creating a better, more modern way to build and manage wealth.

Benefits: A competitive and flexible package designed to empower you for today and tomorrow. We offer a competitive and flexible package designed to help you make the most of your life at work and at home—today and in the future. Explore further.

Schwab is committed to building a diverse and inclusive workplace where everyone feels valued. As an Equal Opportunity Employer, our policy is to provide equal employment opportunities to all employees and applicants without regard to any status that is protected by law. Please click here to see the policy.

Schwab is an affirmative action employer, focused on advancing women, racial and ethnic minorities, veterans, and individuals with disabilities in the workplace. If you have a disability and require reasonable accommodations in the application process, contact Human Resources at [email protected] or call 800-275-1281.

TD Ameritrade, a subsidiary of Charles Schwab, is an Equal Opportunity Employer. At TD Ameritrade we believe People Matter. We value diversity and believe that it goes beyond all protected classes, thoughts, ideas, and perspectives.