ALM Strategy Lead - Interest Rate Risk & Forecasting

FNBT - First National Bank Texas; Killeen (TX); On-site; USD 120,000 - 180,000; Full time

Job summary

FNBT - First National Bank Texas is seeking an Asset Liability Management leader to supervise the ALM team and guide risk measurement, reporting, and capital planning. The role requires extensive analytical and modeling expertise, with responsibility for EVE, NII simulations, CECL and ALCO reporting.

The ideal candidate has seven years of financial modeling experience and a finance-related bachelor’s degree, plus strong communication skills for executive engagement.

Qualifications

• 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 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.

Skills

Analytical skills

Statistical skills

Financial modeling

Communication

Teamwork

Education

Bachelor's degree in finance, accounting, economics, or related

Job description

FNBT - First National Bank Texas is seeking an Asset Liability Management leader to supervise the ALM team and guide risk measurement, reporting, and capital planning. The role requires extensive analytical and modeling expertise, with responsibility for EVE, NII simulations, CECL and ALCO reporting.

The ideal candidate has seven years of financial modeling experience and a finance-related bachelor’s degree, plus strong communication skills for executive engagement.