Head of Asset Liability Management

Job Description

Job Description\n

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\n * Supervise, mentor, and coach members of the Asset Liability Management team, providing guidance and performance feedback.\n
\n * 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.\n
\n * Oversee model governance activities including model documentation and assumption reviews.\n
\n * Oversee analysis of market interest rate trends for demand deposits, time deposits, and treasury management products.\n
\n * Prepare and/or present reports (to include minutes) for Asset Liability Committee (ALCO).\n
\n * Oversee financial analytics on bond portfolio to include Current Expected Credit Losses (CECL) reporting.\n
\n * Prepare reports and graphs as requested by Director of Investments.\n
\n * Perform ad-hoc research across a variety of asset and liability data sets.\n
\n * Regular and predictable attendance and punctuality\n
\n * Other duties as assigned.\n
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\n Physical Requirements:\n
\n * Must be able to remain in a sitting stationary position for extended periods of time\n
\n * Constantly operate a computer and other office machinery\n
\n * Ability to lift up to 25 pounds\n
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\n FNBT is an equal opportunity employer.\n