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Description
Description
Summary:
Incumbent is directly responsible for the Asset Liability Management (ALM) at Hancock Holding Company. This encompasses all aspects of measuring and managing Interest Rate Risk and Balance Sheet Management Strategies.
Direct responsibility for management of the ALM model and monthly production of results for analyses to accurately measure, identify, analyze and communicate interest rate risk exposures to ALCO and executive management group
ALM Model
Task Listing
Overall responsibility for production of the monthly ALM models base case current position, regulatory rate shocks, and forecast scenarios
Measurement of the companys interest rate risk position by applying appropriate technology and analyses to accurately identify, analyze and communicate interest rate risk exposures ALCO and executive management group
Development of monthly/quarterly net interest income forecasts under varying rate scenarios and analyses of variances between rate scenarios, budgets, and prior forecasts
Utilize results to provide advice and support to various related functions, including those related to funding, investing and product pricing
Direct responsibility for Balance Sheet Management Strategy and Hedging actions*
Balance Sheet Strategy
Task Listing
Work with the Treasurer to utilize AL Model forecast results, actual Earnings results, Budget and Forecast data, as well as economic analysis to recommend appropriate balance sheet strategies.
Strategic planning includes keeping the Investment Committee updated on balance sheet analytics and the recommendation of appropriate securities portfolio strategies
Recommend appropriate hedging strategies to management to protect the Companys earnings from adverse changes in interest rates
Work with appropriate personnel in the Commercial/ Consumer/ and Residential Mortgage areas to recommend strategies that integrate the Companys balance sheet designed to enhance and protect earnings and growth
Participates in the Investment Committee to maximize performance of the Companys Securities Portfolio*
CMS BondEdge Model
Task Listing
Direct responsibility for monthly loading of portfolio data to CMS BondEdge Model, verifying the database, and performing analytics
Overall responsibility for integrating portfolio analytics with balance sheet strategy and reporting results to the Investment Committee so that appropriate investment strategies may be formulated and executed.
Responsible for coordinating agendas, schedules and presentations for the bi-weekly Investment Committee meetings
Work with Funds Management to ensure quality of analytics and accuracy of impact to books of the Company
Integrate of ALM process with Companys budgeting and strategic planning processes
Budget and Forecasting
Task Listing
Provides Basecase planning model to Financial Planning Group for use as basis for all Forecast Work
Oversee synchronization of ALM Chart of Accounts with General Ledger.
Work with Treasurer and Deposit Pricing Committee to ensure appropriate pricing, growth, retention, and duration strategies for all deposit products*
Deposit Pricing Committee
Task Listing
Perform appropriate analysis of pricing strategies and campaigns to assess the impact to the Companys interest rate risk position, liquidity management, and earnings projections.
Maintain Funds Transfer Pricing methodologies.
Work with Treasurer and Loan Pricing Committee to ensure appropriate pricing, growth, retention, and duration for all loan products*
Loan Pricing Committee
Task Listing
Work with Treasurer and Loan Pricing Committee to ensure appropriate pricing methodologies for all loan products.
Overall responsibility for the Companys Commercial and Residential Loan Pricing Models and associated Pricing Matrices (produced weekly).
Perform appropriate analysis of pricing strategies and campaigns to assess the impact to the Companys interest rate risk position, liquidity management, and earnings projections.
Maintain Funds Transfer Pricing methodologies.
Details:
Job Id:
18694908
Posted / Updated:
8/3/2010 3:52:43 AM
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