Head of Asset Liability Management

* Supervise, mentor, and coach members of the Asset Liability Management team, providing guidance and performance feedback.
* Lead interest rate risk measurement activities including EVE, NII simulations, scenario analysis, sensitivity testing and assess impact of market rate movements on earnings and capital.
* Oversee model governance activities including model documentation and assumption reviews.
* Oversee analysis of market interest rate trends for demand deposits, time deposits, and treasury management products.
* Prepare and/or present reports (to include minutes) for Asset Liability Committee (ALCO).
* Oversee financial analytics on bond portfolio to include Current Expected Credit Losses (CECL) reporting.
* Prepare reports and graphs as requested by Director of Investments.
* Perform ad-hoc research across a variety of asset and liability data sets.
* Regular and predictable attendance and punctuality
* Other duties as assigned.

Physical Requirements:
* Must be able to remain in a sitting stationary position for extended periods of time
* Constantly operate a computer and other office machinery
* Ability to lift up to 25 pounds

FNBT is an equal opportunity employer.