This paper investigates the optimal scheduling of battery energy storage system operations considering energy load uncertainty. We develop a novel two-stage distributionally robust optimization model to determine an optimal battery usage schedule that minimizes the worst-case energy costs considering peak load costs. The model leverages deep-learning based probabilistic forecasting in the construction of the ambiguity set. Specifically, we develop a Deep Autoregressive Recurrent Networks model to generate a probabilistic forecast of energy loads over a time horizon. The output of the forecasting model is then used to construct a marginal-moment ambiguity set for the distributionally robust optimization model. To solve the proposed model, we establish a closed-form characterization of the optimal second-stage objective function value. Leveraging this closed-form expression and using second-order conic duality, we derive an exact single-level mixed integer second-order conic reformulation of the problem. Extensive computational experiments, conducted on a real dataset, demonstrate the value of our proposed model and the resulting battery schedule. The results demonstrate that the proposed model outperforms several benchmarks, including two-stage stochastic programming. Furthermore, the results show that the accuracy of the load forecast significantly impacts the effectiveness of the optimal battery schedule in eliminating peak loads by achieving up to 18% reduction in the maximum energy load.