Senior Stress Testing & Risk Modeling Lead

Busey Bank; Denver (CO); On-site; USD 92,000 - 120,000; Full time

Benefits offered by this job

401(k) match

Profit sharing

Employee stock purchase plan

Medical insurance

Dental insurance

Vision insurance

Life insurance

Disability benefits

Wellness incentives

Job summary

Busey Bank seeks a Stress Testing Manager to lead the enterprise stress testing program across loan and deposit portfolios. The role partners with ERM, Credit, Treasury, and Data Analytics to ensure robust methodologies and governance, leveraging Moody's platforms and internally developed models.

You will translate macroeconomic conditions into portfolio impacts, run scenario analyses, and communicate findings to senior management. Strong quantitative skills and communication are essential.

Qualifications

• Bachelor's degree with quantitative focus required.
• Masters degree preferred for advanced roles.
• 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 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 enterprise loan portfolio stress testing programs and governance.
• Utilize Moody's risk analytics platforms and other third-party solutions.
• Develop proprietary stress testing methodologies for specialized loan segments.
• Design and execute scenario and sensitivity analyses; project adverse scenarios.
• Translate macroeconomic assumptions into expected outcomes and losses.
• Identify emerging risks and communicate findings to management.
• Apply regression, time-series forecasting, ML, Monte Carlo, and scenario analytics.
• Perform data analysis and model development using Python, SQL, and other tools.
• Evaluate model performance via back-testing and validation.
• Maintain documentation and governance for models and data.

Skills

Python

SQL

Statistical modeling

Econometrics

Forecasting

Quantitative risk

Big data

Power BI

Tableau

Education

Bachelor's degree in Statistics, Mathematics, Finance, Economics, Data Science, Financial Engineering, Computer Science, or related quantitative discipline

Master's degree preferred

Tools

Moody's Analytics

Job description

Busey Bank seeks a Stress Testing Manager to lead the enterprise stress testing program across loan and deposit portfolios. The role partners with ERM, Credit, Treasury, and Data Analytics to ensure robust methodologies and governance, leveraging Moody's platforms and internally developed models.

You will translate macroeconomic conditions into portfolio impacts, run scenario analyses, and communicate findings to senior management. Strong quantitative skills and communication are essential.