ALM Strategy Manager

First National Bank Texas•Killeen, TX

2h•Onsite

About The Position

The ALM Strategy Manager will supervise, mentor, and coach members of the Asset Liability Management team, providing guidance and performance feedback. This role leads interest rate risk measurement activities, including EVE, NII simulations, scenario analysis, and sensitivity testing, assessing the impact of market rate movements on earnings and capital. The manager will oversee model governance, including documentation and assumption reviews, and analyze market interest rate trends for various deposit and treasury management products. Responsibilities also include preparing and presenting reports for the Asset Liability Committee (ALCO), overseeing financial analytics on the bond portfolio (including CECL reporting), preparing reports for the Director of Investments, and performing ad-hoc research. Regular and predictable attendance and punctuality are expected, along with other assigned duties.

Requirements

At least 18 years of age
High school diploma or equivalent
Bachelor's degree in finance, accounting, economics, or related.
Minimum seven years of financial modeling or related experience.
Strong knowledge of asset liability management, interest rate risk measurement, balance sheet analytics, financial forecasting, and regulatory capital framework concepts.
Advanced analytical, statistical, and financial modeling skills.
Experience developing or utilizing quantitative models for capital planning, earnings forecasting, or bank stress testing.
Strong written and verbal communication skills with the ability to present complex analyses to senior management and executives.
Must be able to maintain confidentiality
Must successfully pass background investigation according to company policy.
Must be able to get along with co-workers and work effectively in a team environment.

Responsibilities

Supervise, mentor, and coach members of the Asset Liability Management team, providing guidance and performance feedback.
Lead interest rate risk measurement activities including EVE, NII simulations, scenario analysis, sensitivity testing and assess impact of market rate movements on earnings and capital.
Oversee model governance activities including model documentation and assumption reviews.
Oversee analysis of market interest rate trends for demand deposits, time deposits, and treasury management products.
Prepare and/or present reports (to include minutes) for Asset Liability Committee (ALCO).
Oversee financial analytics on bond portfolio to include Current Expected Credit Losses (CECL) reporting.
Prepare reports and graphs as requested by Director of Investments.
Perform ad-hoc research across a variety of asset and liability data sets.
Regular and predictable attendance and punctuality
Other duties as assigned.