Asset-Liability Management Risk Manager - Banking

First National Bank Texas is seeking an ALM Strategy Manager to lead balance sheet and interest rate risk strategy for our community-focused bank. In this role, you will design and maintain ALM models, assess interest rate and liquidity risk, and prepare insightful ALCO reporting and recommendations for senior leadership. You will partner with finance, treasury, lending, and risk teams to align funding, pricing, and growth strategies with regulatory expectations while supporting profitability and capital goals, all within a culture centered on integrity, customers, and community impact.

Responsibilities

• Lead development and execution of the bank's asset-liability management strategy.
• Analyze balance sheet composition, interest rate risk, and liquidity risk to optimize earnings and capital.
• Produce ALCO packages and present key findings and recommendations to senior leadership.
• Develop and maintain ALM models, scenarios, and stress tests aligned with regulatory expectations.
• Partner with finance, treasury, lending, and risk teams to align funding, pricing, and growth strategies.
• Monitor regulatory guidance and industry best practices related to ALM and liquidity risk.
• Prepare regular ALM, liquidity, and interest rate risk reports for management and regulators.
• Support development of funds transfer pricing and balance sheet analytics to guide product strategy.

Required Skills

• Asset-liability management (ALM)
• Interest rate risk modeling (IRRBB)
• Bank balance sheet management
• Liquidity risk management
• Funds transfer pricing (FTP)
• Regulatory reporting (ALM/LIQ)
• Financial statement analysis
• ALM systems (e.g., QRM, Empyrean, Banc
• Ware)
• Scenario and stress testing
• Data analysis and Excel/SQL