Lead Stress Testing & Risk Analytics

Busey Bank; New Mexico; On-site; USD 92,000 - 120,000; Full time

Benefits offered by this job

401(k) match

Profit sharing

Employee stock purchase plan

Paid time off

Medical

Dental

Vision

Company-paid life insurance

Long-term disability

Supplemental voluntary life insurance

Short-term and long-term disability

Wellness incentives

Employee assistance program

Pre-tax health savings accounts

Flexible spending accounts

Job summary

Busey Bank seeks a Stress Testing Manager to lead enterprise stress testing programs for loan and deposit portfolios, leveraging Moody's platforms and in-house models. This role partners with ERM, Credit, Finance, and Treasury to ensure governance and robust analytics.

The ideal candidate combines strong quantitative modeling, Python/SQL expertise, and the ability to present complex results to senior management to guide risk decisions.

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.
• 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

Econometrics

Communication to leadership

Machine learning

Education

Bachelor's degree in Statistics

Master's degree preferred

Tools

Power BI

Tableau

Moody's platforms

Job description

Busey Bank seeks a Stress Testing Manager to lead enterprise stress testing programs for loan and deposit portfolios, leveraging Moody's platforms and in-house models. This role partners with ERM, Credit, Finance, and Treasury to ensure governance and robust analytics.

The ideal candidate combines strong quantitative modeling, Python/SQL expertise, and the ability to present complex results to senior management to guide risk decisions.