S&T Bank

Manager

• Manage the bank’s asset liability management (ALM) including strategic balance sheet management to balance growth, profitability, and risk
• Develop reports using SAP BusinessObjects WebI, Tableau, Monarch, Excel, and others
• Review and analyze reports and stress tests and ensure accurate, timely distribution
• Design, implement, and maintain systems and related documentation per model risk management guidelines
• Prepare and compile information for the Asset/Liability Committee (ALCO) report package
• Interact with internal audit and third-party model validation consultants
• Manage daily liquidity position and ensure required reserves at the Federal Reserve
• Initiate and execute short-term borrowing and selling transactions and assist with brokered deposit transactions
• Manage collateral management and liquidity reporting and provide analytical support for variances and trends
• Conduct quarterly liquidity stress tests and derive/document assumptions (loan losses, originations, deposit runoff, net interest margin)
• Maintain the Federal Reserve Borrower-in-Custody program
• Manage reporting of net interest income, margin, and betas and reconcile loan/deposit interfaces to the general ledger
• Manage interest rate risk reporting, conduct annual market risk stress tests, sensitivity tests, and quarterly back tests
• Manage capital reporting, implement risk-weighted asset enhancements through reporting, and conduct annual capital stress tests
• Develop balance sheet and net interest income components of the annual operating plan and periodic forecasts
• Manage and mentor the ALM analyst team and maintain strong internal relationships

ALM Manager