Asset/Liability Analyst, Senior

GENERAL DESCRIPTION OF POSITION

The Asset/Liability Analyst, Senior, is responsible for running the asset liability risk manager model on a scheduled or as-needed basis and maintaining the assumptions of the model for the department. This position utilizes the model to run shock and stress scenarios of the institution's balance sheet and income statement. Manipulation of data and research results is critical with regard to the Asset Liability Committee and Regulatory reporting.

ESSENTIAL DUTIES AND RESPONSIBILITIES

1.Analyze current and historic interest rates and project impact of future trends on the bank. This duty is performed weekly.

2.Yield Comparison Reporting. This duty is performed weekly.

3.Prepare month-end reports for AL and various financial aspects. This duty is performed monthly.

4.Prepares risk management and liquidity reports. This duty is performed monthly.

5.Assists in preparing sources and uses report stress scenarios. This duty is performed monthly.

6.Process shock scenarios for the bank in the asset liability software. This duty is performed monthly.

7.Develop and maintain stress scenarios for various risk events specific to the bank. This duty is performed monthly.

8.Understand and analyze the makeup of the bank's balance sheet and income statement. This duty is performed daily.

9.Update reports that show current interest rate environment. This duty is performed as needed.

10. Assists in preparing reports for management. This duty is performed as needed.

11. Analyze balance sheet and income statement instrument level data from core systems and GL. This duty is performed daily.

12. Completes required BSA/AML training and other compliance training as assigned. This duty is performed monthly.

13. The ability to work in a constant state of alertness and in a safe manner. This duty is performed daily.

14. Manipulate data within the AL software system to produce regulatory required reporting. This duty is performed monthly.

15. Prepare SEC report data relating to liquidity and sensitivity for the bank and holding company. This duty is performed quarterly.

16. Produce cash flow reports for liquidity analysis. This duty is performed monthly.

17. Develop and maintain contingency funding risk assessments for the bank. This duty is performed monthly.

18. Provide support for regulatory and internal audit questions and direct interface with ALCO. This duty is performed as needed.

19. Perform any other related duties as required or assigned.

QUALIFICATIONS

To perform this job successfully, an individual must be able to perform each essential duty mentioned satisfactorily. The requirements listed below are representative of the knowledge, skill, and/or ability required.

EDUCATION AND EXPERIENCE

Technical degree required in such disciplines as Computer Engineering, CPA, etc., plus 6 years related experience and/or training, and 19 to 23 months related management experience, or equivalent combination of education and experience.

COMMUNICATION SKILLS

Ability to effectively communicate information and respond to questions in person-to-person and small group situations with customers, clients, general public and other employees of the organization. Ability to read, analyze, and understand general business/company related articles and professional journals; ability to speak effectively before groups of customers or employees.

Ability to read, analyze, and understand common scientific and technical journals, financial reports, and legal documents; ability to respond to complex or difficult inquiries or complaints from customers, regulatory agencies, or members of the business community. Ability to write speeches and articles for publication that conform to prescribed style and format; ability to effectively present information to top management, public groups, and/or boards of directors.

MATHEMATICAL SKILLS

Ability to calculate figures and amounts such as discounts, interest, commissions, proportions, percentages, area, circumference, and volume. Ability to apply concepts such as fractions, ratios, and proportions to practical situations.

CRITICAL THINKING SKILLS

Ability to define problems, collect data, establish facts, and draw valid conclusions. Ability to interpret an extensive variety of technical instructions in mathematical or diagram form and deal with several abstract and concrete variables.

REQUIRED CERTIFICATES, LICENSES, REGISTRATIONS

Not indicated.

PREFERRED CERTIFICATES, LICENSES, REGISTRATIONS

Not indicated.

SOFTWARE SKILLS REQUIRED

Mastery: Spreadsheet

Advanced: Accounting, Database

Intermediate: 10-Key, Alphanumeric Data Entry, Contact Management, Other, Presentation/PowerPoint, Word Processing/Typing

WORKING CONDITIONS

Somewhat disagreeable working conditions. Continuously exposed to one or two elements such as noise, intermittent standing, walking, pushing, carrying, or lifting. May involve some travel and/or work is at times, in the evening or during the night hours.

ENVIRONMENTAL CONDITIONS

The following work environment characteristics described here are representative of those an employee encounters while performing essential functions of this job. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.

The noise level in the work environment is usually moderate.

PHYSICAL ACTIVITIES

The following physical activities described here are representative of those that must be met by an employee to successfully perform the essential functions of this job. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions and expectations.

Semi-repetitive, low physical. Semi-repetitive type work which requires periods of concentration for varied time cycles as prescribed by the tasks

While performing the functions of this job, the employee is continuously required to sit; regularly required to stand, walk, talk or hear; frequently required to use hands to finger, handle, or feel, reach with hands and arms; and occasionally required to stoop, kneel, crouch, or crawl. The employee must occasionally lift and/or move up to 25 pounds. Specific vision abilities required by this job include close vision.

ADDITIONAL INFORMATION

• College Degree in Accounting, Business Administration, or a Business related field.

• The work schedule is generally Monday - Friday 8:00 am through 5:00 with occasional overtime required. This position may require some travel.