Build the Board of Directors ALM presentation and appendix material package, ensuring that all required analysis, procedures, and documentation are completed on the required schedule basis
Maintain, update, and perform analyses and reporting on the Asset Liability simulation model including data compilation, assumption validation, quarterly net interest income scenario comparisons, identification of variances, potential issues/preparing detailed written explanations, and performing back-testing procedures
Complete the first review of Asset Liability simulation model results as prepared by the Financial Analyst II or I.
Prepare and perform analysis and reporting or complete a first review of the quarterly Economic Value of Equity ("EVE") results
Presents portions of the ALM Group Presentation for ALM Group (Management ALCO) meetings
Prepare the quarterly ALM Presentation including areas such as liquidity, capital adequacy, interest rate sensitivity, balance sheet position, strategy updates, and fixed income investment portfolio strategy and performance update
Update or complete a first review of the Bank's Liquidity Contingency Early Warning System
Produce various cash flow analyses and forecasts
Responsible for ensuring ALM procedures are written and updated regularly
Investment Portfolio
Participate in the investment portfolio management process, attend strategy meetings, and documents recommended strategies
At the direction of the Senior Finance Manager:
Perform analysis for potential security purchases and sales such as:
Total return analysis
Reviewing cash flow projections
Break-even analysis
Pro-forma portfolio allocations
Monitor Agency, MBS, and CMO sectors and analyze new opportunities for the portfolio
Utilize Bloomberg to prepare pre and post-purchase investment analysis
Perform or review investment pricing reasonableness tests
Perform or review reasonableness tests for amortization of CMO/MBS Premiums/Discounts
Prepare or review investment transaction report for ALM Presentation
Derivatives
Prepare monthly interest rate swap and Risk Participation Agreement (RPA) reconciliation and review
Monitor derivative collateral position and work with counterparty banks on collateral transfers, as required
Vena / Budget / Profitability
Works under the direction of the Senior Finance Manager:
Create Vena templates and workflows related to the budgeting process and ALM
Maintain and improve existing Vena templates related to the budgeting process and ALM
Prepare or complete the first review of the Net Interest Margin Budget
Prepare revenue center profitability analysis and reporting.
Liaison for cost center budget managers, working with them to ensure proper completion of their annual budget and quarterly budget versus actual analysis
Use judgment and decision-making to provide budgeting and reporting process support including analyzing bank-wide trends, evaluating or reviewing assumptions, reporting on budget versus actual results, and preparing management reports
Other
Complete or review the quarterly correspondent bank review
Assist the Senior Finance Manager with projects, as needed
Perform all duties consistent with applicable Federal and State laws and regulations as well as Bank policies
Perform other related duties as assigned
Exceed customer expectations by following the guidelines outlined in the Customer Experience Program