FVP Asset Liability Management

Madison-Davis
  • Los Angeles, CA
  • Quick Apply
30+ days ago

Job Description


ABOUT THE ROLE

A growing regional bank is seeking a First Vice President of Asset Liability Management to lead its ALM function during a major Treasury transformation initiative. This role will oversee balance sheet strategy, interest rate risk management, ALM modeling, and strategic analytics while managing a team responsible for supporting executive decision-making across Treasury and Finance.

Reporting directly to the Treasurer, this position offers the opportunity to build and enhance ALM capabilities, influence balance sheet strategy, and partner closely with executive leadership on interest rate risk, liquidity, capital planning, and long-term financial performance.

RESPONSIBILITIES
  • Lead the Bank's asset liability management framework, including balance sheet modeling, forecasting, and strategic analysis.
  • Oversee interest rate risk measurement activities including EVE, NII, scenario analysis, stress testing, and sensitivity modeling.
  • Manage ALM models, assumptions, governance, documentation, validation support, and ongoing enhancements.
  • Prepare and present ALM analyses, balance sheet trends, and strategic recommendations to executive leadership and ALCO.
  • Lead deposit analytics, behavioral modeling, pricing analysis, and customer behavior studies.
  • Partner with Treasury leadership on funding strategy, investment portfolio positioning, liquidity management, and hedging initiatives.
  • Support capital planning, stress testing, balance sheet forecasting, and funds transfer pricing activities.
  • Develop and enhance reporting, analytics, data governance, and automation initiatives supporting ALM processes.
  • Serve as the primary liaison with Model Risk Management, auditors, and regulators regarding ALM-related activities.
  • Lead, mentor, and develop a team of ALM and Treasury professionals.
  • Partner cross-functionally with Treasury, FP&A, Finance, Risk, and executive leadership to support strategic initiatives.

QUALIFICATIONS
  • Bachelor's degree in Finance, Economics, Accounting, or a related field.
  • Advanced degree, CFA, FRM, or similar certification preferred.
  • 10+ years of Asset Liability Management experience within banking.
  • Experience managing ALM models and interest rate risk frameworks.
  • Strong understanding of EVE, NII, IRR, balance sheet analytics, and interest rate risk management.
  • Experience presenting ALM results and recommendations to senior leadership and ALCO.
  • Exposure to liquidity management, capital planning, and Treasury functions.
  • Experience managing teams and developing talent.
  • Strong analytical, quantitative, and financial modeling skills.
  • Familiarity with regulatory expectations surrounding ALM, liquidity risk, model governance, and balance sheet management.
  • Experience with Empyrean or similar ALM platforms preferred.

Numbers & Facts

LocationLos Angeles, CA

Skills

  • Accountingunmatched
  • Analysis Skillsunmatched
  • Asset Managementunmatched
  • Automationunmatched
  • Balance Sheetunmatched
  • Bank Managementunmatched
  • Channel Strategiesunmatched
  • Chartered Financial Analyst (CFA)unmatched
  • Cross-Functionalunmatched
  • Customer/Consumer Behaviorunmatched
  • Decision Supportunmatched
  • Economicsunmatched
  • Financeunmatched
  • Financial Liabilityunmatched
  • Financial Mathematicsunmatched
  • Financial Modelingunmatched
  • Financial Planning and Analysis (FP&A)unmatched
  • Forecastingunmatched
  • Funds Transfer Pricingunmatched
  • Interest Rate Modelsunmatched
  • Interest Ratesunmatched
  • Internal Rate of Return (IRR)unmatched
  • Investment Fundsunmatched
  • Investment Strategyunmatched
  • Leadershipunmatched
  • Liquidityunmatched
  • Management Strategyunmatched
  • Mentoringunmatched
  • Product Pricingunmatched
  • Regulationsunmatched
  • Riskunmatched
  • Risk Analysisunmatched
  • Risk Managementunmatched
  • Risk Modelingunmatched
  • Strategic Analysisunmatched
  • Strategic Planningunmatched
  • Stress Testingunmatched
  • Support Documentationunmatched
  • Talent Managementunmatched
  • Team Lead/Managerunmatched
  • Treasuryunmatched
  • Trend Analysisunmatched
  • Validation Documentationunmatched

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