Senior Quantitative Stress Testing Manager

Busey Bank; Clayton (NM); On-site; USD 92,000 - 120,000; Full time

Benefits offered by this job

Bonus potential

401(k) match

Medical benefits

Job summary

Busey Bank seeks a Stress Testing Manager to lead enterprise loan portfolio stress testing and governance. You will drive methodology development, back-testing, and scenario analyses using Python/SQL and Moody's analytics platforms. Collaboration with ERM, Finance, and Credit is essential for robust risk management.

Required 5+ years in quantitative risk analytics, strong stats, and communication to senior leadership. A Bachelor’s in a quantitative field is required; Master’s preferred.

Qualifications

• Bachelor's degree or higher in a quantitative field.
• 5+ years in quantitative risk analytics or stress testing.
• Strong Python and SQL skills.
• Experience communicating complex results to senior leadership.
• Experience with visualization tools like Power BI or Tableau.

Responsibilities

• Lead enterprise loan portfolio stress testing programs.
• Utilize Moody's risk and portfolio analytics platforms.
• Develop proprietary stress testing methodologies for segments.
• Design and execute scenario analyses and adverse stress tests.
• Translate macroeconomic assumptions into portfolio outcomes.
• Identify emerging portfolio risks and report to management.
• Apply techniques including regression, time-series, ML, Monte Carlo.
• Perform data analysis and model development using Python/SQL.
• Evaluate model performance through back-testing and benchmarking.
• Maintain governance and documentation for models.

Skills

Statistical modeling

Quantitative risk analytics

Python

SQL

Communication to leadership

Scenario analysis

Education

Bachelor's degree in Statistics/Mathematics/Finance/Economics/Data Science/CS

Master's degree preferred

Tools

Power BI

Tableau

Moody's risk/portfolio analytics platforms

Job description

Busey Bank seeks a Stress Testing Manager to lead enterprise loan portfolio stress testing and governance. You will drive methodology development, back-testing, and scenario analyses using Python/SQL and Moody's analytics platforms. Collaboration with ERM, Finance, and Credit is essential for robust risk management.

Required 5+ years in quantitative risk analytics, strong stats, and communication to senior leadership. A Bachelor’s in a quantitative field is required; Master’s preferred.