First National Bank of Pennsylvania
Manager of Asset and Liability Liquidity
First National Bank of Pennsylvania, Pittsburgh, Pennsylvania, us, 15289
Primary Office Location: 626 Washington Place. Pittsburgh, Pennsylvania. 15219.
Join our team. Make a difference - for us and for your future.
Position Title: Manager of Asset Liability and Liquidity Business Unit: Treasury Reports to: Director of Asset Liability
Position Overview: This position will work closely with the Director of Asset Liability regarding the development, modeling and reporting of the asset liability risk position and drivers of the sensitivities. This position will be responsible for the development, implementation and monitoring of liquidity forecasts, risk limits and stress testing in compliance with regulatory requirements and internal risk appetite. This position is needed due to the continued growth of FNB and the expanded complexity related to risks posed by our asset liability and liquidity positions.
Primary Responsibilities: Support Director of Asset Liability regarding the interest rate risk modeling process, measurement of Net Interest Income (NII) and Economic Value of Equity (EVE) in various simulation scenarios, including 'ad hoc' scenarios.
Review and enhance firm's liquidity risk measurement structure. Develop framework for modeling of Liquidity Coverage Ratio (LCR) consistent with regulatory standards as set forth by bank size and complexity. Oversee liquidity stress testing analysis, establishment of limits and develop/enhance liquidity dashboards.
Support senior Treasury management with the identification of interest rate and liquidity risk exposures and the development of strategies to mitigate risk, including balance sheet positioning and hedging strategies.
Work with Director of Asset Liability and personnel from Enterprise Risk Management, Model Risk, Finance, Audit and other internal partners on Asset/Liability matters. Stay abreast of applicable regulatory developments and changes. Review and enhance risk management policies and procedures, setting limits and develop methodology for measuring limits.
Develop, prepare and present interest rate, liquidity risk, sensitivity and ad hoc reporting to senior members of Treasury, the Asset and Liability and Pricing Committees and other executive committees if applicable.
Performs other related duties and projects as assigned.
All employees have the responsibility and the accountability to serve as risk managers for their businesses by understanding, reporting, responding to, managing and monitoring the risk they encounter daily as required by F.N.B. Corporation's risk management program. F.N.B. Corporation is committed to achieving superior levels of compliance by adhering to regulatory laws and guidelines. Compliance with regulatory laws and company procedures is a required component of all position descriptions.
Minimum Level of Education Required to Perform the Primary Responsibilities of this Position: BA or BS
Minimum # of Years of Job Related Experience Required to Perform the Primary Responsibilities of this Position: 5
Skills Required to Perform the Primary Responsibilities of this Position: Excellent management skills Excellent communication skills, both written and verbal Excellent organizational, analytical and interpersonal skills Detail-oriented Ability to use a personal computer and job-related software Excellent customer service skills Ability to work and multi-task in a fast paced environment Ability to utilize Excel, Word, Power Point and similar software products
Licensures/Certifications Required to Perform the Primary Responsibilities of this Position: N/A
Physical Requirements or Work Conditions Beyond Traditional Office Work: N/A
Equal Employment Opportunity (EEO): It is the policy of F.N.B. Corporation (FNB) and its affiliates not to discriminate against any employee or applicant for employment because of age, race, color, religion, sex, national origin, disability, veteran status or any other category protected by law. It is also the policy of FNB and its affiliates to employ and advance in employment all persons regardless of their status as individuals with disabilities or veterans, and to base all employment decisions only on valid job requirements. FNB provides all applicants and employees a discrimination and harassment free workplace.
Join our team. Make a difference - for us and for your future.
Position Title: Manager of Asset Liability and Liquidity Business Unit: Treasury Reports to: Director of Asset Liability
Position Overview: This position will work closely with the Director of Asset Liability regarding the development, modeling and reporting of the asset liability risk position and drivers of the sensitivities. This position will be responsible for the development, implementation and monitoring of liquidity forecasts, risk limits and stress testing in compliance with regulatory requirements and internal risk appetite. This position is needed due to the continued growth of FNB and the expanded complexity related to risks posed by our asset liability and liquidity positions.
Primary Responsibilities: Support Director of Asset Liability regarding the interest rate risk modeling process, measurement of Net Interest Income (NII) and Economic Value of Equity (EVE) in various simulation scenarios, including 'ad hoc' scenarios.
Review and enhance firm's liquidity risk measurement structure. Develop framework for modeling of Liquidity Coverage Ratio (LCR) consistent with regulatory standards as set forth by bank size and complexity. Oversee liquidity stress testing analysis, establishment of limits and develop/enhance liquidity dashboards.
Support senior Treasury management with the identification of interest rate and liquidity risk exposures and the development of strategies to mitigate risk, including balance sheet positioning and hedging strategies.
Work with Director of Asset Liability and personnel from Enterprise Risk Management, Model Risk, Finance, Audit and other internal partners on Asset/Liability matters. Stay abreast of applicable regulatory developments and changes. Review and enhance risk management policies and procedures, setting limits and develop methodology for measuring limits.
Develop, prepare and present interest rate, liquidity risk, sensitivity and ad hoc reporting to senior members of Treasury, the Asset and Liability and Pricing Committees and other executive committees if applicable.
Performs other related duties and projects as assigned.
All employees have the responsibility and the accountability to serve as risk managers for their businesses by understanding, reporting, responding to, managing and monitoring the risk they encounter daily as required by F.N.B. Corporation's risk management program. F.N.B. Corporation is committed to achieving superior levels of compliance by adhering to regulatory laws and guidelines. Compliance with regulatory laws and company procedures is a required component of all position descriptions.
Minimum Level of Education Required to Perform the Primary Responsibilities of this Position: BA or BS
Minimum # of Years of Job Related Experience Required to Perform the Primary Responsibilities of this Position: 5
Skills Required to Perform the Primary Responsibilities of this Position: Excellent management skills Excellent communication skills, both written and verbal Excellent organizational, analytical and interpersonal skills Detail-oriented Ability to use a personal computer and job-related software Excellent customer service skills Ability to work and multi-task in a fast paced environment Ability to utilize Excel, Word, Power Point and similar software products
Licensures/Certifications Required to Perform the Primary Responsibilities of this Position: N/A
Physical Requirements or Work Conditions Beyond Traditional Office Work: N/A
Equal Employment Opportunity (EEO): It is the policy of F.N.B. Corporation (FNB) and its affiliates not to discriminate against any employee or applicant for employment because of age, race, color, religion, sex, national origin, disability, veteran status or any other category protected by law. It is also the policy of FNB and its affiliates to employ and advance in employment all persons regardless of their status as individuals with disabilities or veterans, and to base all employment decisions only on valid job requirements. FNB provides all applicants and employees a discrimination and harassment free workplace.