Quantitative Risk Analytics & Modeling Specialist

Busey Bank; Illinois; Sur place; USD 71 000 - 92 000; Plein temps

Avantages offerts par ce poste

401(k) match

Profit sharing

Employee stock purchase plan

Paid time off

Medical insurance

Dental insurance

Vision insurance

Company-paid life insurance and long‑/

Supplemental voluntary life insurance

Short-term and long-term disability

Wellness incentives

Employee assistance program

Résumé du poste

Busey Bank is seeking a Quantitative Risk Analyst II to support Financial Risk Management and Enterprise Risk Management through quantitative analysis, reporting, and model development. You will collaborate with Treasury, Finance, Credit Administration, and Risk teams to monitor risk indicators, develop dashboards, and enhance balance sheet analytics.

The role emphasizes market risk, liquidity risk, deposit analytics, and stress testing, with opportunities to apply AI and advanced analytics to

Qualifications

• 3-5 years of experience in banking, financial services, treasury, finance, risk management, portfolio analytics, quantitative analytics, or related disciplines.
• Intermediate to advanced Microsoft Excel skills.
• Experience with Power BI, Tableau, or similar business intelligence / data visualization platforms.
• Strong knowledge of financial statement analysis.
• Experience performing quantitative analysis using large and complex datasets.
• Experience developing automated reporting, analytical tools, dashboards, or risk reporting processes.
• Experience using Python, SQL, or similar analytical programming languages.
• Experience communicating analytical findings to technical and non-technical stakeholders.

Responsabilités

• Develop, maintain, and enhance recurring risk reporting packages, dashboards, and analytical tools supporting Financial Risk Management and Enterprise Risk Management activities.
• Produce meaningful analysis and reporting related to market risk, liquidity risk, credit risk, capital risk, and emerging enterprise risks.
• Monitor and report key risk indicators, early warning indicators, and concentration measures.
• Design and maintain executive-level reporting and visualizations for management.
• Identify notable trends, anomalies, and emerging risks through ongoing analysis of internal and external data sources.
• Perform quantitative analysis of interest rate risk and analyze balance sheet composition and trends to support strategic decision-making and risk oversight activities.
• Support development of analytical frameworks used to assess the impact of changing economic and market conditions on earnings, capital, and liquidity.
• Research and analyze macroeconomic, industry, and financial market trends to identify potential implications for the Bank's risk profile.
• Assist in the development and enhancement of deposit behavior models, attrition analyses, deposit segmentation methodologies, and funding stability assessments.
• Support analysis of uninsured deposits, deposit concentration metrics, customer behavior patterns, pricing sensitivity, and other liquidity-related risk indicators.
• Produce analytical reporting related to funding sources, liquidity trends, and balance sheet stability.
• Collaborate with Treasury and Finance to evaluate liquidity stress assumptions and changing customer behaviors across varying economic environments.
• Support the development, testing, implementation, monitoring, and enhancement of quantitative models used for risk measurement and decision support.
• Apply statistical, econometric, forecasting, and data analysis techniques to evaluate relationships between economic variables and portfolio performance.
• Utilize Python, SQL, and other analytical tools to develop automated processes, scenario analyses, forecasting solutions, and decision-support tools.
• Support enterprise stress testing activities through data preparation, scenario analysis, forecasting support, model execution, and reporting.
• Assist in the preparation of analytical materials supporting loan portfolio, liquidity, and capital stress testing exercises.
• Research economic trends and scenario drivers used in stress testing activities.
• Provide quantitative support for management review and interpretation of stress testing results.
• Identify opportunities to improve efficiency, accuracy, and scalability through automation and process redesign that help to reduce manual effort and improve data integrity.
• Utilize modern analytical technologies, including artificial intelligence, machine learning, advanced analytics, and business intelligence platforms, to enhance reporting and analytical capabilities.

Connaissances

Quantitative analysis

Data visualization

Statistical methods

Communication with stakeholders

Formation

Bachelor's degree in Finance, Economics, Mathematics, Statistics, Financial Engineering, Data Science or closely related field

Outils

Power BI

Tableau

Python

SQL

Description du poste

Busey Bank is seeking a Quantitative Risk Analyst II to support Financial Risk Management and Enterprise Risk Management through quantitative analysis, reporting, and model development. You will collaborate with Treasury, Finance, Credit Administration, and Risk teams to monitor risk indicators, develop dashboards, and enhance balance sheet analytics.

The role emphasizes market risk, liquidity risk, deposit analytics, and stress testing, with opportunities to apply AI and advanced analytics to