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It doesn't match with the pronunciation of the letter in Russian at all. A transliteration closer to the spelling would be rather "shj", "sh' " or something similar.
Besides, I've seen it transliterated like this in French ("chtch") and German ("schtsch") as well.
Why is that so? Is it etymological?
Let me quote my own answer to a related question, Difference in pronunciation between “щ” and “шь”?:
As for
щ, it is a long alveopalatal consonant, IPA symbol for it is /ɕː/ (you can listen to the sound there, and there is also the sound for the Russian word 'счастье' [ˈɕːæsʲtʲjə] in which 'сч' is pronounced as 'щ'). Roughly speaking, in Standard Russian it is pronounced like the English 'shsh' in the phrase 'the dish she likes'. Some people pronounceщas 'шч', but this pronunciation is considered obsolete.
The fact is, that although now the standard pronunciation of щ is /ɕː/, it used to be pronounced as /ɕtɕ/ and is still pronounced so by many people, that is why it is traditionally transliterated as shch in English. Note, that when the Cyrillic script emerged in the 9th century, щ stood for the consonantal cluster [ɕtʲ], and later in Russian [ɕtʲ] > [ɕtɕ] > [ɕː]. Thus, the tranliteration of this letter as shch reflects the previous stage of its pronunciation which is dying out now.
щ произносится как [ʂtʂ].
Apr 5, 2017 at 21:02