Manager of Asset and Liability Liquidity

F.N.B. Corporation • Pittsburgh, PA

75d

About The Position

This position will work closely with the Director of Asset Liability regarding the development, modeling and reporting of the asset liability risk position and drivers of the sensitivities. This position will be responsible for the development, implementation and monitoring of liquidity forecasts, risk limits and stress testing in compliance with regulatory requirements and internal risk appetite. This position is needed due to the continued growth of FNB and the expanded complexity related to risks posed by our asset liability and liquidity positions.

Requirements

• BA or BS
• Minimum of 5 years of job-related experience
• Excellent management skills
• Excellent communication skills, both written and verbal
• Excellent organizational, analytical and interpersonal skills
• Detail-oriented
• Ability to use a personal computer and job-related software
• Excellent customer service skills
• Ability to work and multi-task in a fast-paced environment
• Ability to utilize Excel, Word, Power Point and similar software products

Responsibilities

• Support Director of Asset Liability regarding the interest rate risk modeling process, measurement of Net Interest Income (NII) and Economic Value of Equity (EVE) in various simulation scenarios, including 'ad hoc' scenarios.
• Review and enhance firm's liquidity risk measurement structure.
• Develop framework for modeling of Liquidity Coverage Ratio (LCR) consistent with regulatory standards as set forth by bank size and complexity.
• Oversee liquidity stress testing analysis, establishment of limits and develop/enhance liquidity dashboards.
• Support senior Treasury management with the identification of interest rate and liquidity risk exposures and the development of strategies to mitigate risk, including balance sheet positioning and hedging strategies.
• Work with Director of Asset Liability and personnel from Enterprise Risk Management, Model Risk, Finance, Audit and other internal partners on Asset/Liability matters.
• Stay abreast of applicable regulatory developments and changes.
• Review and enhance risk management policies and procedures, setting limits and develop methodology for measuring limits.
• Develop, prepare and present interest rate, liquidity risk, sensitivity and ad hoc reporting to senior members of Treasury, the Asset and Liability and Pricing Committees and other executive committees if applicable.
• Perform other related duties and projects as assigned.

What This Job Offers

• Job Type: Full-time
• Career Level: Manager
• Education Level: Bachelor's degree
• Number of Employees: 1,001-5,000 employees