ALM Analyst

Job Description* Prepare and send daily confirmations for Repurchase Agreement transactions.

• Review and adjust collateral levels for Repurchase Agreement accounts as needed.
• Assist in maintaining and enhancing Asset Liability Management models, including assumptions, scenario development, and model back testing.
• Regularly review and provide analysis on market interest rate trends for demand deposits, time deposits, and treasury management products.
• Analyze investment portfolio performance, cashflows, duration and market value changes
• Serve as back-up to, and complete the day-to-day responsibilities of, the VP-Cash Manager as needed.
• Compile and process information from internal departments and correspondent banks, gaining experience to provide essential support in completion of the daily cash management function.
• Serve as back-up to, and complete the day-to-day responsibilities of, VP of Asset Liability Management as needed.
• Reconcile GL accounts related to cash management and investment activities.
• Assist with account activity on customer CDARS accounts, to include statement disbursement.
• Digitally store and organize reconciliations and department files.
• Record and process interest payments on CD portfolio.
• Assist with ALCO (Asset/Liability Committee) reporting, Board reporting, Fed reporting and securities transfers as needed.
• Assist with financial analytics on municipal debt issuers.
• Provide additional administrative support to department.
• Prepare additional reports and graphs as requested by Director of Investments
• 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.