Senior Stress Testing & Risk Analytics Lead

Busey Bank; Florida; 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 is seeking a Stress Testing Manager who will serve as the subject matter expert for enterprise stress testing and quantitative risk modeling. You will develop, implement, and govern stress testing models across loan and deposit portfolios, leveraging Moody's platforms and in-house tools while partnering with ERM, Credit, Finance, Treasury, and Model Risk Management.

The role requires advanced quantitative skills, proficiency in Python and SQL, and the ability to communicate complex

Qualifications

• Bachelor's degree in a quantitative field; Master's degree preferred.
• 5+ years in quantitative risk analytics or stress testing.
• Advanced proficiency in Python and SQL.
• Experience with large datasets and communicating complex findings to senior leadership.
• Experience with Moody's risk management or portfolio analytics is a plus.

Responsibilities

• Lead enterprise loan stress testing programs and scenario analyses.
• Maintain Moody's and other third-party stress testing solutions; develop proprietary methods.
• Support governance, model risk management, and validation activities.
• Prepare reports for management and committees; provide independent challenge of analytical assumptions.

Skills

Python

SQL

Statistical modeling

Econometrics

Forecasting

Communication

Visualization tools

Education

Bachelor's degree in quantitative field

Master's degree preferred

Tools

Power BI

Tableau

Moody's risk platforms

Job description

Busey Bank is seeking a Stress Testing Manager who will serve as the subject matter expert for enterprise stress testing and quantitative risk modeling. You will develop, implement, and govern stress testing models across loan and deposit portfolios, leveraging Moody's platforms and in-house tools while partnering with ERM, Credit, Finance, Treasury, and Model Risk Management.

The role requires advanced quantitative skills, proficiency in Python and SQL, and the ability to communicate complex