Manager, Asset Liability Management

Job overview

The Manager, Asset Liability Management role is onsite in Indianapolis, IN; compensation is not specified. The position supports First Merchants Bank’s balance-sheet management, capital planning, strategic decisions, and regulatory reporting. The manager oversees financial and statistical modeling, interest-rate risk analysis, and capital stress testing. The role informs bank leadership and stakeholders through forecasts, model governance, reporting, and recommendations on balance-sheet and interest-rate strategies.

What you'll do

• Lead asset-liability modeling and interest-rate risk measurement
• maintain model parameters and assumptions
• support strategic planning and budgeting forecasts
• develop and document capital stress testing
• model customer deposit and loan behavior
• oversee model governance, validations, examinations, and remediation
• prepare ALCO and capital-planning reports
• supervise and develop the Financial Modeling Specialist.

What we're looking for

Skills & competencies

asset liability management

financial modeling

banking

interest rate risk

capital stress testing

alco reporting

indianapolis in

first merchants bank

financial forecasting

model governance

team leadership

Work arrangement

• Weekend coverage required

Why this role

Requires a bachelor’s degree in a related field and at least seven years of financial modeling or related experience. Empyrean ALM and stress-testing software experience is required; CPA, CFA, master’s degree, or MBA are preferred.

About the employer

First Merchants Bank is hiring for this role. Industry: Commercial Banking. Sector: 52.