Asset/Liability Mgt., Sr. ANALYST or MANAGER (Atlanta or Nashville)

Job Summary:
Manage and further develop the Asset Liability Management (ALM) function, to include being the primary management personnel responsible for funds transfer pricing (FTP) while supporting corporate interest rate and liquidity risk modeling and analysis.

Job Duties and Responsibilities:

• Develops robust FTP methodologies and processes to facilitate line of business profitability management and resulting transfer pricing center P&L. Ensures practices are aligned and in compliance with regulatory guidance (SR16-3) and model governance complies with internal policies.
• Leads the development of corporate funds transfer pricing methodology to include: indeterminates maturity deposit pricing, liquidity premiums, prepayment analysis, and pricing of various options within the balance sheet.
• Analyzes results of corporate Funds Transfer Pricing (FTP) methodologies on various cost center, product, and relationship profitability models and ensures alignment with corporate goals. Reconciles actual and forecasted results. Modifies models to improve future forecasts.
• Supports interest rate risk management strategies to provide for earnings stability in various rate environments.
• Creates financial statistical analysis to support assumptions behind Interest Rate Reduction (IRR) and EVE analysis to include indeterminate maturity deposit studies and asset prepayment analysis.
• Creates and coordinates model validation and back testing process to ensure model accuracy.
• Updates and maintain a cash flow simulation model over various interest rate scenarios and strategies for net interest income and economic value at risk.
• Reviews and analyzes monthly net interest margin results.
• Presents results, analysis, and recommendations to the Asset Liability Committee (ALCO).
• Evaluates potential interest rate risk of proposed new products.
• Manages the annual performance management and merit processes for direct and indirect reports. Coaches and develops team members and builds a work environment where team members are engaged and feel a positive sense of achievement about their role in the firm. Works closely with Human Resources regarding employee relations, compensation, training, posting and filling vacant positions and other Human Resources related matters.
• 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.