Senior Asset Liability Strategist

Texas Capital is built to help businesses and their leaders. Our depth of knowledge and expertise allows us to bring the best of the big firms at a scale that works for our clients, with highly experienced bankers who truly invest in people’s success — today and tomorrow.

While we are rooted in core financial products, we are differentiated by our approach. Our bankers are seasoned financial experts who possess deep experience across a multitude of industries. Equally important, they bring commitment — investing the time and resources to understand our clients’ immediate needs, identify market opportunities and meet long-term objectives. At Texas Capital, we do more than build business success. We build long-lasting relationships.

Texas Capital provides a variety of benefits to colleagues, including health insurance coverage, wellness program, fertility and family building aids, life and disability insurance, retirement savings plans with a generous 401K match, paid leave programs, paid holidays, and paid time off (PTO).

Headquartered in Dallas with offices in Austin, Fort Worth, Houston, Richardson, Plano and San Antonio, Texas Capital was recently named Best Regional Bank in 2024 by Bankrate and was named to The Dallas Morning News’ Dallas-Fort Worth metroplex Top Workplaces 2023 and GoBankingRate’s 2023 list of Best Regional Banks. For more information about joining our team, please visit us at

As a member of the Asset Liability Group within Corporate Treasury, the Senior Asset Liability Strategist is a key contributor for strategy development and management of the Bank’s Interest Rate and Economic Value of Equity risks. This position requires complete expertise of the ALM discipline and the ALM model for ALCO, Capital Stress Testing, M&A, and Balance Sheet strategies.

In this role, the candidate will serve as a source of actionable, forward-thinking analytics for the ALM Manager to support the development of successful strategies to improve the Bank’s capabilities to manage earnings, market value, and return profiles.

Responsibilities

Assume a leadership role in building the monthly asset/liability model to accurately forecast the Bank’s net interest income and market value profile.

Review and recommend changes for all model inputs including but not limited to: spread assumptions, cashflow structure, maturities, optionality, credit, forecasts, deposit decay, and accounting adjustments to ensure model accuracy.

Assume primary responsibility for assigned balance sheet accounts in ALM model and accuracy of those accounts. Responsibility includes strategy development, forecasting, back-testing, and model development.

Assist ALM Group in development and management of Treasury’s forecast for the entire Bank.

Assume primary responsibility for Treasury’s review of all fixed rate commercial loans, tax-exempt transactions and all fixed rate loan prepayment management.

Play an active role in building the Asset/Liability Group’s analytical and reporting capabilities to provide the basis for active, profitable management of the balance sheet.

Support the Funds Transfer Pricing process, working with business lines to enhance loan pricing and profitability.

Support the Capital Planning process, working the Balance Sheet Modeling group to integrate product level regression forecasts and credit into the ALM model to project capital impacts.

Collaborate with Liquidity & Funding Manager to enhance and support liquidity modeling and analysis.

Communicate complex financial issues in a clear and concise manner to senior managers as well as internal auditors, external auditors and regulators.

As needed, work with line and staff units to prepare analysis to be presented at the Asset/Liability Committee (ALCO) meeting.

Proactively assist line and staff units to increase shareholder value by (1) identifying net income opportunities and (2) by developing financial methodologies and tools for use in loan and deposit pricing, budgeting and planning.

Maintain regulatory compliance with all interest rate risk management directives. Monitor, analyze and reconcile differences between regulatory and in-house rate risk measures.

Requirements

A bachelor degree is required, ideally in mathematics, engineering or another quantitative discipline.

An MBA or equivalent is required and a CFA degree or similar designation is a plus.

5 or more years of financial markets experience with a focus on fixed income investments, funding, derivatives markets, or balance sheet management is necessary.

Experience with asset/liability modeling software.

Strong analytical and problem solving skills are required, along with significant computer proficiency including database and financial modeling skills. Familiarity with fixed income securities markets is required.

Demonstrated excellent administrative, interpersonal and forward-thinking organizational skills.

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.Texas Capital is an Equal Opportunity Employer.

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