Pay
$118K–$193K is typical
The middle half of what similar US postings state. This one doesn’t list pay.
From 3,721 postings in the last year. Stated ranges, not salaries paid.
Westlake, TX; Lone Tree, CO; Southlake, TX
Live, first seen by us 84 days agoLead enhancements, upgrades, testing and production validation for PolyPaths and its Enterprise jobs
Model interest rate derivatives and hedging strategies
Evaluate hedge accounting and AOCI impacts across NII, EVE, capital and forecasts
Establish modeling standards and mentor colleagues
lead enhancements, upgrades, testing, production validation, and issue resolution for PolyPaths and its Enterprise jobs
You will model interest rate derivatives and hedging strategies
evaluate hedge accounting and accumulated other comprehensive income impacts, and analyze outcomes across net interest income, economic value of equity, capital, and financial forecasts
you will establish modeling standards, mentor colleagues
Bachelor’s degree in Applied Mathematics, Engineering, Finance, Economics, Statistics, Computer Science, or a related quantitative discipline
5+ years of professional experience in asset liability management, net interest income or economic value of equity sensitivity analytics, scenario analysis, or an equivalent combination of professional experience and graduate studies
Experience modeling cash flow or fair value hedging strategies within a major banking or insurance organization
Experience applying ASC 815 hedge accounting concepts, including accumulated other comprehensive income, other comprehensive income amortization, basis adjustments, or gain and loss forecasting
Hands-on experience using PolyPaths to create Enterprise jobs, model fixed income securities, construct yield curves, perform AppPort analytics, and review or troubleshoot asset liability management simulation runs
Experience using BatchCalc, BatchALM, or distributed processing to automate processes within the PolyPaths environment
Experience leading vendor platform upgrades, release assessments, regression testing, production validation, model change governance, or remediation of complex production issues
Proficiency in Modeling and Model Evaluation to design enhancements, test results, identify unexpected outcomes, and support reliable financial and risk decisions
Experience applying Derivative Securities and Fixed Income knowledge to interest rate swaps, caps, floors, investment portfolios, and hedging strategies
Experience using Python, SQL, or comparable technologies to enhance automation workflows, data pipelines, analytical tools, regression testing, or production controls in a highly regulated environment
These dates show when we found the posting. Check the employer’s website to confirm it is still accepting applications.
$118K–$193K is typical
The middle half of what similar US postings state. This one doesn’t list pay.
From 3,721 postings in the last year. Stated ranges, not salaries paid.
Day 84
Up longer than most. Similar jobs usually come down between day 7 and day 56.
Well past Charles Schwab’s usual: its jobs come down by about day 34.
From 10,246 similar postings that came down, and 98 of Charles Schwab’s. Coming down is not always a hire.
18 open jobs
Open jobs by the week we first saw them, last 12 weeks.
Add your resume and we’ll mark which of these tools you already use, and point out anything in the posting that could rule you out.
- Experience applying Derivative Securities and Fixed Income knowledge to interest rate swaps, caps, floors, investment portfolios, and hedging strategies - Experience using Python, SQL, or comparable technologies to enhance automation workflows, data pipelines, analytical tools, regression testing, or production controls in a highly regulated environment - Ability to apply Risk Management and Data Analysis to assess output reasonableness, data quality, control effectiveness, and the potential impact of model or platform changes
Complete your application on www.schwabjobs.com. The employer’s form will show what is required.
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New Data Scientist postings at the employers we follow are down 3% over the last 5 weeks compared with the 5 before.
Each bar is one week of new postings. The darkest bars are the last 5 weeks.
Counted from the hiring pages we’ve followed for at least five weeks, so employers we add don’t look like growth. Updated weekly.
We file this job under Data Scientist, by the work the posting describes.
Data scientists use statistics and models to answer harder questions, such as whether a change worked, what demand will look like next quarter, or which customers are likely to leave.
Postings usually ask for Python or R, SQL, statistics, experiment design and common machine learning methods.
Unlike an ML engineer, a data scientist's main output is often an analysis or a first model, not software running inside a product.
Source: US Bureau of Labor Statistics, Occupational Employment and Wage Statistics (May 2025) and Employment Projections (2025 to 2035). Occupation code 15-2051.
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).
Schwab’s Asset Liability Management and Market Risk Modeling team develops and maintains models that inform financial planning, market risk management, hedging strategies, capital stress testing, and balance sheet decisions across our banking, broker-dealer, investment, and derivatives portfolios. As a senior individual contributor, you will help ensure the PolyPaths modeling platform and its production infrastructure remain accurate, scalable, well-controlled, and ready to support critical business decisions.
In this role, you will lead enhancements, upgrades, testing, production validation, and issue resolution for PolyPaths and its Enterprise jobs. You will model interest rate derivatives and hedging strategies, evaluate hedge accounting and accumulated other comprehensive income impacts, and analyze outcomes across net interest income, economic value of equity, capital, and financial forecasts. Your judgment will help strengthen model performance, production controls, data quality, and governance across business-as-usual and capital stress-testing processes.
You will collaborate across Treasury Capital Markets, Investment Strategy, Finance, Technology, Model Risk Oversight, and external vendor teams to solve complex platform and modeling challenges. Through technical leadership, clear communication, and practical problem-solving, you will establish modeling standards, mentor colleagues, and translate complex analytical and accounting concepts into insights that support sound decisions and meaningful business outcomes.
Required qualifications
Preferred qualifications
In addition to the salary range, this role is eligible for bonus or incentive opportunities.
At Schwab, you’re empowered to shape your future. We champion your growth through meaningful work, continuous learning, and a culture of trust and collaboration—so you can build the skills to make a lasting impact. Our Hybrid Work and Flexibility approach balances our ongoing commitment to workplace flexibility, serving our clients, and our strong belief in the value of being together in person on a regular basis.
We offer a competitive benefits package that takes care of the whole you – both today and in the future:
Selected passages from the saved posting. Check the full description for conditions and exceptions.
No pay amount identified in the saved description.
Westlake, TX; Lone Tree, CO; Southlake, TX
Your opportunity 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). Schwab’s Asset Liability Management and Market Risk Modeling team develops and maintains models that inform financial planning, market risk management, hedging strategies, capital stress testing, and balance sheet decisions across our banking, broker-dealer, investment, and derivatives portfolios. As a senior individual contributor, you will help ensure the PolyPaths modeling platform and its production infrastructure remain accurate, scalable, well-controlled, and ready to support critical business decisions.
What’s in it for you At Schwab, you’re empowered to shape your future. We champion your growth through meaningful work, continuous learning, and a culture of trust and collaboration—so you can build the skills to make a lasting impact. Our Hybrid Work and Flexibility approach balances our ongoing commitment to workplace flexibility, serving our clients, and our strong belief in the value of being together in person on a regular basis. We offer a competitive benefits package that takes care of the whole you – both today and in the future:
No clear work-authorization passage found. Eligibility is unconfirmed.