Senior Stress Testing & Risk Modeling Lead

Busey; Colorado; 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

Life insurance

Long-term disability

Short-term disability

Wellness incentives

HSA/FSA options

Job summary

Busey is seeking a Stress Testing Manager to lead enterprise stress testing for loan portfolios, leveraging Moody's platforms and internally developed models to assess risk under adverse conditions. The role sits in the second line of defense and partners with Credit, Finance, Treasury, and Model Risk Management to ensure governance and robust analytics.

The candidate will apply advanced quantitative methods, including regression, time-series, and Monte Carlo simulations, and communicate

Qualifications

• Bachelor's degree in a quantitative field.
• 5+ years of experience in quantitative risk analytics.
• Proficiency in Python and SQL.
• Experience with Power BI or Tableau.
• Ability to communicate complex quantitative concepts to senior management.

Responsibilities

• Lead enterprise loan portfolio stress testing programs.
• Utilize Moody's platforms and develop proprietary methodologies.
• Design and execute scenario and sensitivity analyses.
• Translate macroeconomic assumptions into expected loss projections.
• Collaborate with ERM, Treasury, Finance for risk initiatives.
• Prepare reports for management and committees.
• Communicate findings to both technical and non-technical audiences.

Skills

Python programming

SQL

Power BI

Tableau

Statistics

Econometrics

Machine learning

Communication skills

Leadership

Data analysis

Cloud analytics

Education

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

Master's degree preferred

Tools

Moody's platforms

Job description

Busey is seeking a Stress Testing Manager to lead enterprise stress testing for loan portfolios, leveraging Moody's platforms and internally developed models to assess risk under adverse conditions. The role sits in the second line of defense and partners with Credit, Finance, Treasury, and Model Risk Management to ensure governance and robust analytics.

The candidate will apply advanced quantitative methods, including regression, time-series, and Monte Carlo simulations, and communicate