Asset Liability Strategist

Texas Capital Bancshares
Dallas
Workplace: OnsiteFull timeFunction: Solutions Engineering & Sales EngineeringExperience: 5+ yearsEducation: bachelorsSkills: ["Attention to detail","Accuracy","Documentation","Communication","Collaboration"]

Support the ALM department by running and maintaining the asset/liability model to forecast net interest income and the bank’s market value profile. Review model inputs (assumptions, cash flows, maturity ladders, optionality, deposits, prepayments, and accounting adjustments), maintain historical assumption databases, and build dashboards and automated reporting. Partner with Treasury, Finance, Risk, and other stakeholders to improve balance sheet forecasting, capital planning, stress testing, liquidity modeling, and model governance.

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FursaFursa
Texas Capital Bancshares
Texas Capital Bancshares
2 days ago

Asset Liability Strategist

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Source: Company careers pageValidated by: Fursa AI
Last checked: 9 hours agoStatus: Live

Job Summary

Support the ALM department by running and maintaining the asset/liability model to forecast net interest income and the bank’s market value profile. Review model inputs (assumptions, cash flows, maturity ladders, optionality, deposits, prepayments, and accounting adjustments), maintain historical assumption databases, and build dashboards and automated reporting. Partner with Treasury, Finance, Risk, and other stakeholders to improve balance sheet forecasting, capital planning, stress testing, liquidity modeling, and model governance.
Location: Dallas
Workplace: Onsite
Employment Type: Full time
Job Function: Solutions Engineering & Sales Engineering
Seniority: Mid level

Key Responsibilities

  • •Run and maintain the asset/liability model monthly to forecast the bank’s net interest income and market value profile.
  • •Review and recommend changes to model inputs, including spread assumptions, cash flow structure, maturity ladders, optionality, credit, deposit decay, prepayments, and accounting adjustments.
  • •Document and maintain historical assumptions databases, including methodologies, data sources, and validation procedures.
  • •Design and build analytical and reporting capabilities, including dashboards and automated reporting for stakeholders.
  • •Collaborate with lines of business and functional teams to enhance balance sheet forecasting and provide balance sheet insights; support capital planning, stress testing, liquidity modeling, FTP methodology, and downstream data processes.

Pay and Benefits

Perks:Health InsuranceWellness StipendFertility AidsLife InsuranceDisability Insurance401k MatchPaid LeavePaid Holidays

Key Requirements

  • •Bachelor’s degree required; advanced degree (MBA, CFA, or graduate degree in Finance, Mathematics, or related quantitative discipline) preferred.
  • •5+ years of progressive professional experience in Treasury, Finance, Risk Management, or related functions.
  • •Experience with asset/liability modeling software such as Bancware, Empyrean, QRM or equivalent systems.
  • •Strong attention to detail with a commitment to accuracy and documentation.
  • •Excellent written and verbal communication skills for presenting technical findings to technical and non-technical audiences.
Experience:5+ yearsTreasuryFinanceRisk managementAsset/liability modeling
Education:Bachelor's in Finance, Mathematics, or related quantitative discipline
Skills:Attention to detailAccuracyDocumentationCommunicationCollaboration
Certifications:CFA
Tech Stack:Asset/liability modelingBancwareEmpyreanQRMDashboardsAutomated reporting

Company Brief

Texas Capital Bancshares
Texas Capital Bancshares is the publicly traded parent company of Texas Capital Bank, a full-service financial institution offering commercial banking, treasury management, wealth management, and capital markets services to businesses and individuals in Texas and beyond.
Industry: Banking
Company Size: Enterprise (1,001+ employees)
Revenue: USD 1B+
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: Dallas, United States
Founded: 1998
WebsiteLinkedIn