Lead Stress Testing & Quantitative Risk Modeling

Busey Bank; Fort Myers (FL); On-site; USD 92,000 - 120,000; Full time

Job summary

Busey Bank in the United States seeks a Stress Testing Manager to lead enterprise loan portfolio stress testing, develop methodologies, and oversee governance of models used for capital and liquidity risk. The role sits in the Second Line of Defense and partners with Credit, Finance, Treasury, MRM, and ERM teams.

The ideal candidate has 5+ years in quantitative risk analytics, strong Python/SQL, and experience with Moody's platforms or similar tools.

Qualifications

• 5+ years of experience in quantitative risk analytics, stress testing, forecasting, or portfolio analytics.
• Experience building and implementing statistical models in banking, financial services, consulting, or risk management.
• Advanced proficiency in Python and SQL.
• Strong knowledge of statistical modeling, econometrics, forecasting, and quantitative risk methodologies.
• Experience working with large datasets and communicating complex findings to senior leadership.
• Experience with Power BI, Tableau, or similar visualization tools.

Responsibilities

• Lead the execution, enhancement, and ongoing administration of enterprise loan portfolio stress testing programs.
• Utilize and maintain third-party stress testing solutions, including Moody's risk and portfolio analytics platforms.
• Develop and implement proprietary stress testing methodologies for specialized segments of the loan portfolio.
• Design and execute scenario analyses, sensitivity analyses, and adverse economic stress tests to evaluate portfolio vulnerabilities.
• Translate macroeconomic assumptions into expected portfolio performance outcomes, including credit quality deterioration, migration trends, and expected loss projections.
• Identify emerging portfolio risks and communicate key findings to management through meaningful analytics and reporting.
• Apply advanced quantitative techniques including regression analysis, time-series forecasting, machine learning methods, Monte Carlo simulation, and scenario analytics.
• Perform data analysis and model development using Python, SQL, and other analytical tools.
• Evaluate model performance through back-testing, benchmarking, sensitivity testing, and ongoing performance monitoring.
• Continuously enhance methodologies to improve predictive accuracy and analytical value.

Skills

Python

SQL

Statistical Modeling

Forecasting

Communication with leadership

Education

Bachelor's degree in Statistics/Mathematics/Finance/Data Science/Quantitative discipline

Master's degree preferred

Tools

Moody's risk platforms

Power BI

Tableau

Job description

Busey Bank in the United States seeks a Stress Testing Manager to lead enterprise loan portfolio stress testing, develop methodologies, and oversee governance of models used for capital and liquidity risk. The role sits in the Second Line of Defense and partners with Credit, Finance, Treasury, MRM, and ERM teams.

The ideal candidate has 5+ years in quantitative risk analytics, strong Python/SQL, and experience with Moody's platforms or similar tools.