Asset Liability Strategist

Texas Capital Bank; Dallas, Northern (TX, KY); Hybrid; USD 120,000 - 180,000; Full time

Benefits offered by this job

Health insurance

Wellness program

401K match

Paid time off

Paid holidays

Job summary

Texas Capital Bank is seeking an Asset/Liability Strategist to advance its ALM capabilities. The role focuses on developing and maintaining sophisticated analytical frameworks to support Treasury, Finance, and Risk Management decisions.

The position requires strong quantitative skills, experience with ALM software, and the ability to communicate complex financial concepts to executives. Located in Dallas, TX, with a focus on governance and regulatory compliance.

Responsibilities

• Run and maintain the asset/liability model monthly to forecast the Bank’s net interest income and market value profile.
• Review and adjust model inputs: spread assumptions, cash flow structure, maturity ladders, optionality, credit, forecasts, deposits, prepayments, and accounting adjustments.
• Document methodologies, data sources and validation procedures for the modeling framework.

Tools

Bancware

Empyrean

QRM

Job description

## Asset Liability StrategistApply: Dallas, TX: Full time: Posted Today: JR106106Texas Capital is built to help businesses and their leaders. Our depth of knowledge and expertise allows us to bring the best of the big firms at a scale that works for our clients, with highly experienced bankers who truly invest in people’s success — today and tomorrow.While we are rooted in core financial products, we are differentiated by our approach. Our bankers are seasoned financial experts who possess deep experience across a multitude of industries. Equally important, they bring commitment — investing the time and resources to understand our clients’ immediate needs, identify market opportunities and meet long-term objectives. At Texas Capital, we do more than build business success. We build long-lasting relationships.Texas Capital provides a variety of benefits to colleagues, including health insurance coverage, wellness program, fertility and family building aids, life and disability insurance, retirement savings plans with a generous 401K match, paid leave programs, paid holidays, and paid time off (PTO).Headquartered in Dallas with offices in Austin, Fort Worth, Houston, Richardson, Plano and San Antonio, Texas Capital was recently named Best Regional Bank in 2024 by Bankrate and was named to *The Dallas Morning News*’ Dallas-Fort Worth metroplex Top Workplaces 2023 and GoBankingRate’s 2023 list of Best Regional Banks. For more information about joining our team, please visit us at www.texascapitalbank.com.**Overview:** The Asset/Liability Strategist reports to the ALM Manager and supports the ALM department in asset/liability modeling, driving the development and maintenance of sophisticated analytical frameworks that support decision-making across Treasury, Finance, and Risk Management. The role requires a strong quantitative background, deep understanding of financial markets, and excellent communication skills to translate complex financial concepts for executive leadership. **Responsibilities:*** Assume a role running and maintaining the asset/liability model monthly to accurately forecast the Bank’s net interest income and market value profile.* Conduct reviews and recommend changes for all model inputs including but not limited to spread assumptions, cash flow structure, maturity ladders, optionality, credit, forecasts, deposit decay, prepayments, and accounting adjustments to ensure model accuracy.* Document and maintain historical assumptions databases that support the modeling framework, including detailed documentation of methodologies, data sources, and validation procedures.* Design and build analytical and reporting capabilities, including dashboards and automated reporting for stakeholder consumption.* Collaborate with lines of business, finance, operations, accounting, and other functional areas to enhance balance sheet forecasting capabilities and provide strategic insights on balance sheet composition and optimization.* Communicate complex financial issues in a clear and concise manner to senior Treasury and Finance managers, audit, and model risk management.* Support capital planning initiatives, stress-testing scenarios, liquidity modeling and analysis, funds transfer pricing methodology, and downstream data processes that depend on asset/liability modeling outputs.* Maintain compliance with regulatory requirements, model governance frameworks, and internal control standards related to model development, validation, and usage. **Requirements:*** Bachelor's degree required; advanced degree (MBA, CFA, or graduate degree in Finance, Mathematics, or related quantitative discipline) preferred* 1+ years of progressive professional experience in Treasury, Finance, Risk Management, or related functions.* Experience with asset/liability modeling software such as Bancware, Empyrean, QRM or equivalent systems.* 5+ years of progressive professional experience in Treasury, Finance, Risk Management, or related functions.* High attention to detail with strong commitment to accuracy and documentation* Excellent written and verbal communication skills with ability to present technical findings to both technical and non-technical audiences* Collaborative mindset with ability to build effective relationships across functional boundaries*The duties listed above are the essential functions, or fundamental duties within the job classification. The essential functions of individual positions within the classification may differ. Texas Capital Bank may assign reasonably related additional duties to individual employees consistent with standard departmental policy.Texas Capital is an Equal Opportunity Employer.*