Strategic Stress Testing & Risk Analytics Lead

Busey Bank; Illinois; Presencial; USD 92.000 - 120.000; Jornada completa

Descripción de la vacante

Busey Bank in Illinois seeks a Stress Testing Manager to serve as SME for enterprise stress testing and quantitative risk modeling. You will develop, implement, and govern models used to assess risk across loan and deposit portfolios, leveraging Moody's platforms and internally developed models to evaluate adverse conditions.

In the Second Line of Defense, you will challenge assumptions, partner with Credit, Finance, Treasury, MRM, and ERM to keep practices robust.

Formación

• 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, financial services, consulting, 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.

Responsabilidades

• Lead the execution, enhancement, and ongoing administration of enterprise loan portfolio stress testing programs.
• Utilize and maintain third-party stress testing solutions, including Moody's risk and portfolio analytics platforms.
• Develop and implement proprietary stress testing methodologies for specialized segments of the loan portfolio.
• Design and execute scenario analyses, sensitivity analyses, and adverse economic stress tests to evaluate portfolio vulnerabilities.
• Translate macroeconomic assumptions into expected portfolio performance outcomes, including credit quality deterioration, migration trends, and expected loss projections.
• Identify emerging portfolio risks and communicate key findings to management through meaningful analytics and reporting.
• Apply advanced quantitative techniques including regression analysis, time-series forecasting, machine learning methods, Monte Carlo simulation, and scenario analytics.
• Perform data analysis and model development using Python, SQL, and other analytical tools.
• Evaluate model performance through back-testing, benchmarking, sensitivity testing, and ongoing performance monitoring.
• Continuously enhance methodologies to improve predictive accuracy and analytical value.

Descripción del empleo

Busey Bank in Illinois seeks a Stress Testing Manager to serve as SME for enterprise stress testing and quantitative risk modeling. You will develop, implement, and govern models used to assess risk across loan and deposit portfolios, leveraging Moody's platforms and internally developed models to evaluate adverse conditions.

In the Second Line of Defense, you will challenge assumptions, partner with Credit, Finance, Treasury, MRM, and ERM to keep practices robust.