Asset Liability Management Analyst I or II

-

Accountabilities:

• Load, reconcile, validate, and analyze balance sheet and other financial data from core banking and third-party systems to support ALM modeling and reporting.
• Support in the development and monitoring of behavioral assumptions through deposit analytics, deposit beta studies, loan prepayment analysis, sensitivity testing, and empirical research.
• Conduct scenario analyses to evaluate changing interest rate environments and strategic balance sheet initiatives.
• Develop and maintain documentation to support methodologies, assumptions, analyses, and governance processes to support a strong model risk management framework.
• Evaluate customer behavior, market conditions, and economic trends to develop, challenge, and refine model assumptions and forecast methodologies.
• Develop tools, dashboards, and automated processes that improve balance sheet analytics and decision support capabilities.
• Support the Treasury team and Chief Investment Officer with initiatives including deposit pricing analysis, securities portfolio strategies, interest rate hedging activities, and balance sheet optimization efforts.
• Coordinates report and material preparation for department internal/external audits and examinations; maintains communications with Director of Audit, auditors and regulators as needed.

Other Accountabilities:

• Solves problems and seeks solutions that streamline processes and enhance accuracy and quality of work; employs technology in daily work to enhance and maximize productivity.
• Prepares and distributes various periodic and ad hoc reports as needed and serves as a reviewer of similar work prepared by others within the department.
• Handles multiple projects simultaneously, prioritizing accordingly to manage department/individual needs.
• Offers interpretation, explanation and guidance of/for the most complex Bank reports and activities.
• Interacts harmoniously and effectively with others, focusing upon the attainment of bank goals and objectives through a commitment to teamwork.
• Serves as a mentor within the Accounting & Finance Department by supporting the team and leading by example.

• Assists in ensuring that the Bank is in compliance with local, state and federal regulations.

Knowledge/Skills/Experience Requirements:

• Undergraduate degree required (degree in Finance, Economics, Mathematics, Statistics, Data Analytics preferred).
• MBA, CFA, CTP, or progress toward a professional certification, preferred.
• Strong analytical, quantitative, and problem-solving skills.
• Advanced proficiency in Microsoft Excel, including financial modeling and large dataset analysis.
• Ability to work with complex datasets and translate analysis into meaningful business insights.
• Strong written and verbal communication skills.
• Ability to manage multiple priorities and work effectively both independently and collaboratively.
• Demonstrated intellectual curiosity and a desire to understand the drivers of financial and economic outcomes.
• Experience in banking, finance, treasury, risk management, financial modeling, analytics, or a related field, preferred.
• Experience with SQL, Power BI, Python, R, VBA, or other analytical and reporting tools, preferred.
• Familiarity with ALM systems such as Empyrean, QRM, IRR Analyzer, BancWare, or similar platforms, preferred.

Physical Demands/Conditions Requirements:

• General office environment.
• Moderate lifting (to 35 lbs.) required.  Moderate reaching, walking, sitting and standing required.

Equipment Used:

• General office equipment.

External and internal applications, as well as position incumbents who become disabled, must be able to perform the essential functions (as listed) either unaided or with the assistance of a reasonable accommodation to be determined by management on an individual basis.