Asset Liability Officer / Analysts (2)

Pittsburgh, PA

Posted: 04/22/2019 Industry: Banking Pay Rate: $90 - $125,000 + benefits

Our client, an expanding  $29 Billion regional bank in Pennsylvania is looking for Asset Liability Officers: 
Locations Include Pittsburgh

The Asset/Liability Management Officer helps perform, develop, and maintain key procedures, processes, and models necessary for the production of the interest rate risk and liquidity profile for the Bank. He/she will be responsible for ensuring the accurate transfer of source system data into the ALM forecasting model (FIS Bancware) and managing all related assumption input workbooks. Additionally, the Asset/Liability Management Officer will leverage the ALM modeling framework to conduct periodic capital stress testing and support regular budgeting and forecasting needs. He/she will also provide in-depth analysis of key balance sheet items, working closely with management to offer valuable insight into the bank’s interest rate risk and balance sheet management. The role will also support various treasury related activities such as funding and Funds Transfer Pricing (FTP) models. Asset/Liability Management Officer supports monthly production of Asset Liability Committee (ALCO) reporting. This role requires working closely with members of the Profitability, Analytics and business Intelligence teams as well as business partners throughout the bank to support company-wide initiatives and analytics strategies.


• Support the development, maintenance, testing, documentation, and communication of modeling frameworks and methodologies, used in Asset/Liability Management which includes Interest Rate, Liquidity Risk, and Capital Stress Testing.
• Configure software models and data tools to accurately project account balances and cash flows including management of the data input and reconciliation process as well as model account attributes.
• Provide management insights and recommendations to craft strategies in the mitigation of Interest Rate and other risk.
• Maintain robust and comprehensive procedural documentation (user guide, policy documents, etc.)
• Oversee and assist in preparation, development and analysis of reports, metrics, presentations, and risk dashboards.
• Work with IT Database administrators to manage the necessary data infrastructure.
• Work with large data sets for analytical purposes, data extraction and loading and reconciliation.

• Bachelor’s degree in economics, accounting, finance, or quantitative discipline.
• Five plus years of experience in financial services, Treasury experience preferred.
• Familiarity with balance sheet concepts as well as an understanding of how market or interest rates affect the balance sheet and net interest income.
• Strong MS Excel skills (advanced formulas, pivot tables, charting, etc.) and working knowledge of VBA and SQL.
• Understanding of compliance and implications of Dodd-Frank, Basel, FDIC, Federal Reserve regulatory framework as well as U.S. accounting standards.
• Familiarity with FIS BancWare or similar application is preferred.

Joseph Catherine

Recruitment professional since 1970 with disciplines in accounting / finance, construction management and banking, manufacturing, and human resources. He started in the business with AFCO Personnel Services in 1970 and after two years was appointed manager and then managing partner. Joe merged AFCO Personnel Services in 1983 at which time he and Mike DeBellis founded DeBellis & Catherine Associates. Joe attended SUNY at Buffalo studying liberal arts and sociology. He was active with the Niagara Falls & Buffalo Chamber of Commerce, executive committee for the Porter Cup amateur golf tournament and was on the St. Mary's Hospital Foundation Board of Directors.  He is currently an active member with the Williamsville Rotary Club. 

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