Lead Stress Testing & Quantitative Risk Manager

Busey Bank; Wichita (KS); On-site; USD 92,000 - 120,000; Full time

Job summary

Busey Bank in Wichita, KS seeks a Stress Testing Manager to lead enterprise loan portfolio stress testing programs and governance. This role partners with Credit, Finance, Treasury, and ERM, leveraging Moody's platforms and in-house models to evaluate adverse conditions and emerging risks.

The candidate will apply advanced techniques, back-test models, and communicate complex results to senior management, ensuring analytical rigor and regulatory alignment.

Qualifications

• 5+ years of experience in quantitative risk analytics, stress testing, forecasting, model development, or portfolio analytics.
• Experience developing and implementing statistical or predictive models in banking, financial services, consulting, or risk management.
• Advanced proficiency in Python and SQL.

Responsibilities

• Lead the execution, enhancement, and ongoing administration of enterprise loan portfolio stress testing programs.
• Utilize Moody's risk and portfolio analytics platforms and develop proprietary stress testing methodologies.
• Design and execute scenario analyses, sensitivity analyses, and adverse economic stress tests.
• Translate macroeconomic assumptions into expected portfolio performance and loss projections.
• Maintain documentation, governance, and validation activities for models and analytical processes.

Skills

Quantitative risk analytics

Communication to senior leadership

Analytical problem solving

Education

Bachelor's degree in Statistics, Mathematics, Finance, Economics, Data Science, Financial Engineering, Computer Science, or related quantitative discipline

Tools

Python

SQL

Power BI

Tableau

Job description

Busey Bank in Wichita, KS seeks a Stress Testing Manager to lead enterprise loan portfolio stress testing programs and governance. This role partners with Credit, Finance, Treasury, and ERM, leveraging Moody's platforms and in-house models to evaluate adverse conditions and emerging risks.

The candidate will apply advanced techniques, back-test models, and communicate complex results to senior management, ensuring analytical rigor and regulatory alignment.