ALM Strategy Manager

Job Description * 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.