Getting SQLAlchemy to issue CREATE SCHEMA on create_all

I have a SqlAlchemy model with a schema argument like so:

Base = declarative_base()

class Road(Base):
    __tablename__ = "roads"
    __table_args__ = {'schema': 'my_schema'}
    id = Column(Integer, primary_key=True)

When I use Base.metadata.create_all(engine) it correctly issues a CREATE TABLE with the schema name on the front like so CREATE TABLE my_schema.roads ( but Postgresql rightly complains that the schema doesn't exist.

Am I missing a step to get SqlAlchemy to issue the CREATE SCHEMA my_schema or do I have to call this manually?