Senior Asset Liability Analyst

Job Description

Summary:

The Senior Asset Liability Analyst role will be responsible for analyzing Origin's interest rate risk position through modeling, analyzing data in the ongoing management of the Bank's market risk assessment process, and making recommendations to ensure the market risk remains within acceptable limits to the bank. This role will prepare information and reports for ALCO in support of the governance process.

It will also analyze data and models in order to make recommendations regarding the net interest margin, the bank's key measure of profitability.

• Performs complex analysis and measurements in the areas of interest rate risk, liquidity risk, asset liability forecasting and other cash flow risk measurements.
• Analyze model inputs and data feeds (outputs) for accuracy.
• Review user reporting for reasonableness, alerting management to anomalous results and providing appropriate analysis.
• Utilize data to create trend analyses for monitoring assumptions and market risk activities.
• Functions as subject matter expert on net interest margin fluctuations and periodic net interest margin forecast updates.
• Responsible for processing and accuracy of the company's Funds Transfer Pricing (FTP).
• Strong understanding of FTP and other internal profitability metrics.
• Utilizes models and knowledge base for annual internal stress testing.
• Ensures accuracy of models through back‑testing process and review of key results.
• Recommend model improvements and updates as needed.
• Develop / enhance documentation to align with internal Model Validation standards.

This role does not have supervisory responsibilities.

Analytical and Design – Synthesizes complex or diverse information; collects and researches data; demonstrates attention to detail.

Problem Solving – Identifies and resolves problems in a timely manner; gathers and analyzes information skillfully; works well in group problem‑solving situations.

Interpersonal Skills/Customer Service – Maintains a high level of confidentiality; manages difficult or emotional customer situations; responds promptly to customer needs; meets commitments.

Oral and Written Communication – Speaks clearly and persuasively in positive or negative situations; listens and seeks clarification; responds well to questions; writes clearly and informatively; presents numerical data effectively; reads and interprets written information.

Teamwork – Balances team and individual responsibilities; exhibits objectivity and openness to others' views; contributes to building a positive team spirit; puts the success of the team above personal interests; supports everyone's efforts to succeed.

Organizational Support – Follows policies and procedures; completes administrative tasks correctly and on time; supports the organization’s goals and values.

Judgment – Displays willingness to make decisions; exhibits sound and accurate judgment; supports and explains reasoning for decisions; includes appropriate people in the decision‑making process.

Planning/Organizing – Prioritizes and plans work activities; uses time efficiently.

Professionalism – Approaches others in a tactful manner; reacts well under pressure; treats others with respect and consideration regardless of status or position.

Quality and Quantity – Demonstrates accuracy and thoroughness; completes work in a timely manner.

Adaptability and Initiative – Adapts to changes in the work environment; manages competing demands; changes approach or method to best fit the situation; deals with frequent change, delays, or unexpected events; asks for and offers help when needed.

Attendance/Punctuality and Dependability – Is consistently at work and on time; ensures work responsibilities are covered when absent; follows instructions and responds to management direction; takes responsibility for own actions; must be able to work under the stress of deadlines; commits to long hours of work when necessary to reach goals.

To perform this job successfully, an individual must be able to perform each essential duty satisfactorily. The requirements listed below are representative of the…