Alanna Heinrichs

I’m a banking finance professional with 10+ years of direct hands-on experience in analysis, financial modeling, and investigative research, with a strong focus on Asset Liability Management. I thrive in fast-paced, multi-tasking environments, turning complex interest rate risk inputs into clear, decision-ready outputs.

At Comerica Bank, I serve as a primary modeler for monthly NII-at-Risk simulation runs and annual/semi-annual policy-required testing in the QRM model Framework. I explain key drivers behind changes in risk profile to management, and I collaborate across departments to gather forecasting assumptions—ensuring the accuracy of assumption inputs and data while validating projections through report and output analysis.

Previously, as an Asset Liability Management Analyst at FNBB, I processed and modeled interest rate risk scenarios for over 100 community banks across the United States. I delivered monthly and quarterly analysis and reporting of balance sheet interest rate risk positions, and I supported regulatory guidance by reviewing loan and CD spread assumptions and documenting risk-profile drivers.

I also built strong operational and controls experience through Investment Operations work, including settling traded bonds via the Bank of New York and the Federal Reserve and managing daily trading records in InTrader. I’ve further strengthened the ALM function through automation enhancements, maintaining comprehensive procedure manuals, supporting audit data flow requests for Model Risk Management, and training new and less experienced team members.