Overview:The Asset/Liability Strategist reports to the ALM Manager and supports the ALM department in asset/liability modeling, driving the development and maintenance of sophisticated analytical frameworks that support decision-making across Treasury, Finance, and Risk Management. The role requires a strong quantitative background, deep understanding of financial markets, and excellent communication skills to translate complex financial concepts for executive leadership.
Responsibilities:- Assume a role running and maintaining the asset/liability model monthly to accurately forecast the Bank's net interest income and market value profile.
- Conduct reviews and recommend changes for all model inputs including but not limited to spread assumptions, cash flow structure, maturity ladders, optionality, credit, forecasts, deposit decay, prepayments, and accounting adjustments to ensure model accuracy.
- Document and maintain historical assumptions databases that support the modeling framework, including detailed documentation of methodologies, data sources, and validation procedures.
- Design and build analytical and reporting capabilities, including dashboards and automated reporting for stakeholder consumption.
- Collaborate with lines of business, finance, operations, accounting, and other functional areas to enhance balance sheet forecasting capabilities and provide strategic insights on balance sheet composition and optimization.
- Communicate complex financial issues in a clear and concise manner to senior Treasury and Finance managers, audit, and model risk management.
- Support capital planning initiatives, stress-testing scenarios, liquidity modeling and analysis, funds transfer pricing methodology, and downstream data processes that depend on asset/liability modeling outputs.
- Maintain compliance with regulatory requirements, model governance frameworks, and internal control standards related to model development, validation, and usage.
Requirements:- Bachelor's degree required; advanced degree (MBA, CFA, or graduate degree in Finance, Mathematics, or related quantitative discipline) preferred
- 1+ 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.
- 5+ years of progressive professional experience in Treasury, Finance, Risk Management, or related functions.
- High attention to detail with strong commitment to accuracy and documentation
- Excellent written and verbal communication skills with ability to present technical findings to both technical and non-technical audiences
- Collaborative mindset with ability to build effective relationships across functional boundaries
The duties listed above are the essential functions, or fundamental duties within the job classification. The essential functions of individual positions within the classification may differ. Texas Capital Bank may assign reasonably related additional duties to individual employees consistent with standard departmental policy.
