Asset Liability Analyst

Job Summary:

Conducts technical analysis of and produces forecasting information for the enterprise's interest rate and liquidity risk positions in support of an effective asset/liability management function. Develops efficiencies to enhance the asset/liability process of the Bank and assess institutional risk.

Job Duties and Responsibilities:

• Performs Balance Sheet forecasting to aid in the analysis of derivatives, interest rate risk, and liquidity risk using earnings simulations and discounted cash flow models using the firm's ALM forecasting tool.
• Reconciles actual and forecasted results. Modifies models to improve future forecasts.
• Conducts analyses and determines various input assumptions for interest rate and liquidity risk including non-maturity deposit betas, asset prepayments and deposit decay rates.
• Maintains regulatory compliance with all interest rate risk and liquidity management regulations and directives. Assists with the management of asset liability management systems.
• Conducts adhoc financial analysis to aid senior management in the decision making process impacting both the short- and long-term financial stability of the firm.
• Communicates financial issues in a clear and concise manner to senior managers as well as internal and external auditors and regulators. Maintains documentation supporting major assumptions used in liquidity and interest rate risk management simulations.
• Creates financial models to aid in forecasting the financial performance of new and existing financial products in various scenarios. Partners with business units to develop financial methodologies and tools for use in loan and deposit pricing, budgeting, and planning.
• Analyzes results of corporate Funds Transfer Pricing (FTP) methodologies on various cost center, product, and relationship profitability models and ensures alignment with corporate goals.
• Each team member is expected to be aware of risk within their functional area. This includes observing all policies, procedures, laws, regulations and risk limits specific to their role. Additionally, they should raise and report known or suspected violations to the appropriate Firm authority in a timely fashion.
• Performs other related duties as required.

The information on this description has been designed to indicate the general nature and level of work performed by employees within this classification. It is not designed to contain or be interpreted as a comprehensive inventory of all duties, responsibilities, and qualifications required of employees assigned to this job

Pinnacle is an Equal Opportunity Employer committed to fostering an inclusive work environment.