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F.N.B. Corporation · 1 month ago

Manager of Asset and Liability Liquidity

Pittsburgh, PA

Full-time

Onsite

Mid, Senior Level

5+ years exp

F.N.B. Corporation is seeking a Manager of Asset and Liability Liquidity to work closely with the Director of Asset Liability. This role involves the development, modeling, and reporting of the asset liability risk position, as well as implementing and monitoring liquidity forecasts and stress testing in compliance with regulatory requirements.

BankingFinanceFinancial Services

H1B Sponsor Likely

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

Qualification

Liquidity risk measurementInterest rate risk modelingStress testingRegulatory complianceAnalytical skillsManagement skillsCustomer service skillsMulti-taskingSoftware proficiencyCommunication skillsOrganizational skillsInterpersonal skills

Required

BA or BS

5 years of job-related experience

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

Company

F.N.B. Corporation

Glassdoor3.9

F.N.B. Corporation (NYSE: FNB) is a diversified financial services company headquartered in Pittsburgh, PA.

Founded in 1864

Hermitage, Pennsylvania, USA

1001-5000 employees

https://www.fnb-online.com

H1B Sponsorship

F.N.B. Corporation has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)

Distribution of Different Job Fields Receiving Sponsorship

Represents job field similar to this job

Trends of Total Sponsorships

2025 (5)

2024 (2)

2023 (3)