Asset Liability Analyst

Origin Bank • Frisco, TX

7d • Onsite

About The Position

The Asset Liability Analyst assists with analyzing Origin Bank’s interest rate, capital, and liquidity risk positions through modeling, data analysis, and recommendations that help keep risk within acceptable limits. The role prepares information and reports for ALCO governance and analyzes data and models to inform recommendations regarding net interest margin, the bank’s key measure of profitability. It also supports asset-liability forecasting, internal stress testing, model accuracy and validation, and Funds Transfer Pricing (FTP) processing. The position operates in a professional banking environment and may occasionally require travel.

Requirements

• Bachelor’s degree in Finance, Economics, Data Analytics, or a related field.
• Knowledge of asset-liability management in a banking environment.
• Knowledge of the Internet, Outlook, Microsoft Word, and Excel.
• Ability to use basic office machines.
• Ability to perform the essential duties satisfactorily, with reasonable accommodations where applicable.
• Ability and judgment to interact and communicate appropriately with employees, customers, and supervisors.

Nice To Haves

• One to three years of experience involving analytics at a bank or other financial institution.
• Basic understanding of Funds Transfer Pricing (FTP) and other internal profitability metrics.

Responsibilities

• Perform complex analysis and measurement of interest rate risk, capital risk, liquidity risk, asset-liability forecasting, and other cash-flow risks.
• Analyze model inputs and data-feed outputs for accuracy.
• Review user reports, provide analysis, and alert management to anomalous results.
• Use data to create trend analyses for monitoring assumptions and market-risk activities.
• Process and ensure the accuracy of the company’s Funds Transfer Pricing (FTP).
• Use models and knowledge to support annual internal stress testing.
• Ensure model accuracy through back-testing and review of key results.
• Recommend model improvements and updates as needed.
• Develop or enhance documentation to align with internal Model Validation standards.
• Prepare information and reports for ALCO governance and analyze data and models to recommend actions regarding net interest margin.
• Promote the Bank’s culture, Brand promise, and Core Values; communicate appropriately and serve internal and external customers in a manner that supports superior customer relations.

Benefits

• Competitive total rewards package, including benefits and compensation tailored to skills, experience, and education.
• Dream Manager program.
• One-on-one guidance from a nationally certified health and wellness coach.
• Free access to certified financial professionals.

What This Job Offers

• Job Type: Full-time
• Career Level: Entry Level