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Central Pacific Bank · 1 day ago

Asset/Liability Supervisor

Honolulu, HI

Full-time

Onsite

Senior Level

$72K/yr - $100K/yr

5+ years exp

Central Pacific Bank is a financial institution focused on providing quality banking services. The Asset/Liability Supervisor is responsible for supervising an effective asset/liability management process and ensuring the integrity of the bank's interest rate risk model.

BankingFinancial Services

Responsibilities

Supervises and reviews the asset and liability management (ALM) process to ensure integrity of the bank’s interest rate risk model

Understanding of model setup, critical assumptions and calculations within the ALM model

Reviews reporting of results in support of the ALM process

Supervises the interest rate risk model through updates and documentation of the critical model assumptions

Supervises and reviews back tests of the model assumptions to ensure appropriateness

Supervises AL staff with preparing and communicating all reports to ALCO

Supervises and provides guidance in interest rate risk and stress test reporting to the ALCO, which includes: yield curve twists, basis risk, assumption stress, and capital stress testing

Works closely with AL Manager and Financial Planning and Analysis in the planning, preparation, review, and delivery of the Bank’s budget

Prepares or reviews ALM reporting and narratives in support of regulatory filings

Maintains and ensures compliance with all ALM related Board policies

Approves monthly reconciliation report of Treasury G/L accounts, and weekly reconciliation of deposit index rates. Researches and resolves any unreconciled items in a timely manner

Proactively seeks opportunities to assist the Treasury team in meeting overall objectives

Provides support or back-up on various Treasury Division functions and assist with special projects as directed by the senior Treasury staff

Qualification

Asset & Liability ManagementInterest Rate Risk ModelingFinancial ReportingRegulatory ComplianceSupervisory ExperienceEffective CommunicationActive ListeningProblem Solving

Required

Bachelor's Degree in Business, Economics, or related quantitative fields from an accredited 4-year university required

5+ years of progressive work experience in relevant field required

4+ years of Supervisory or 2+ years management experience required

Must be able to perform light physical work and to move or lift items including but not limited to boxes, files and papers up to 20 pounds unless otherwise as indicated

Must be able to operate and proficiently use standard office equipment, including phone, copier, personal computer and/or other work related mechanical or electronic devices and applications

Must be able to clearly communicate verbally and in writing with all internal and external customers

Must also be able to hear sufficiently to engage in daily discussions and interactions

Must be able to read and understand bank-related documents

Must be able to work in a conventional office setting, involving sitting at a desk or workstation for long periods of time

Must also be able to adapt to different work environments as needed to perform the job