Senior Asset Liability Analyst

Origin Bank•Frisco, TX

About The Position

Summary – The Senior Asset Liability Analyst role will be responsible for analyzing Origin’s interest rate and liquidity risk position through modeling, analyzing data, and making recommendations to ensure risk remains within acceptable limits to the bank. This role will prepare information and reports for ALCO in support of governance process. It will also analyze data and models in order to make recommendations regarding the net interest margin, the bank's key measure of profitability. Duties and Responsibilities Performs complex analysis and measurements in the areas of interest rate risk, liquidity risk, asset liability forecasting and other cash flow risk measurements. Analyze model inputs and data feeds (outputs) for accuracy. Review user reporting for reasonableness, alerting management to anomalous results and providing appropriate analysis. Utilize data to create trend analyses for monitoring assumptions and market risk activities. Functions as subject matter expert on net interest margin fluctuations and periodic net interest margin forecast updates. Responsible for processing and accuracy of the company’s Funds Transfer Pricing (FTP) Strong understanding of FTP and other internal profitability metrics Utilizes models and knowledge base for annual internal stress testing. Ensures accuracy of models through back-testing process and review of key results. Recommend model improvements and updates as needed. Develop / enhance documentation to align with internal Model Validation standards. Supervisory Responsibilities - This role does not have supervisory responsibilities. Competencies - To perform the job successfully, an individual should demonstrate the following competencies: Analytical and Design - Synthesizes complex or diverse information; Collects and researches data; Demonstrates attention to detail. Problem Solving - Identifies and resolves problems in a timely manner; Gathers and analyzes information skillfully; Works well in group problem solving situations. Interpersonal Skills/Customer Service – Maintains high level of confidentiality; Manages difficult or emotional customer situations; Responds promptly to customer needs; Responds to requests for service and assistance; Meets commitments. Oral and Written Communication - Speaks clearly and persuasively in positive or negative situations; Listens and gets clarification; Responds well to questions; Writes clearly and informatively; Presents numerical data effectively; Able to read and interpret written information. Teamwork - Balances team and individual responsibilities; Exhibits objectivity and openness to others' views; Contributes to building a positive team spirit; Puts success of team above own interests; Supports everyone's efforts to succeed. Organizational Support - Follows policies and procedures; Completes administrative tasks correctly and on time; Supports organization's goals and values. Judgment - Displays willingness to make decisions; Exhibits sound and accurate judgment; Supports and explains reasoning for decisions; Includes appropriate people in decision-making process. Planning/Organizing - Prioritizes and plans work activities; Uses time efficiently. Professionalism - Approaches others in a tactful manner; Reacts well under pressure; Treats others with respect and consideration regardless of their status or position. Quality and Quantity - Demonstrates accuracy and thoroughness; Completes work in timely manner. Adaptability and Initiative - Adapts to changes in the work environment; Manages competing demands; Changes approach or method to best fit the situation; Able to deal with frequent change, delays, or unexpected events; Asks for and offers help when needed. Attendance/Punctuality and Dependability - Is consistently at work and on time; Ensures work responsibilities are covered when absent; Follows instructions, responds to management direction; Takes responsibility for own actions; Must be able to work under the stress of deadlines; Commits to long hours of work when necessary to reach goals.

Requirements

Bachelor's degree (B. A.) from four-year college or university in Finance, Accounting or related field required
Minimum 5 years experience involving asset liability analytics of a bank or other financial institution.
Must have knowledge and experience in all aspects of asset liability management in a banking environment.
Knowledge of the Internet, Outlook, Microsoft Word and Excel.
Ability to use basic office machines.
Ability and judgment to interact and communicate appropriately with other employees, customers and supervisor.

Responsibilities

Performs complex analysis and measurements in the areas of interest rate risk, liquidity risk, asset liability forecasting and other cash flow risk measurements.
Analyze model inputs and data feeds (outputs) for accuracy.
Review user reporting for reasonableness, alerting management to anomalous results and providing appropriate analysis.
Utilize data to create trend analyses for monitoring assumptions and market risk activities.
Functions as subject matter expert on net interest margin fluctuations and periodic net interest margin forecast updates.
Responsible for processing and accuracy of the company’s Funds Transfer Pricing (FTP)
Strong understanding of FTP and other internal profitability metrics
Utilizes models and knowledge base for annual internal stress testing.
Ensures accuracy of models through back-testing process and review of key results.
Recommend model improvements and updates as needed.
Develop / enhance documentation to align with internal Model Validation standards.