Strategic Stress Testing & Risk Analytics Manager

Busey Bank; Texas; 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 to act as a subject matter expert for enterprise stress testing and quantitative risk modeling across loan and deposit portfolios. The role leverages Moody's platforms and internally developed models to assess impact of adverse conditions.

You will collaborate with Credit, Finance, Treasury, ERM, and Model Risk Management to ensure robust governance and analytical soundness, and you will present findings to senior leadership with clear communication.

Qualifications

• Bachelor's degree in Statistics, Mathematics, Finance, Economics, Data Science, Financial Engineering, Computer Science, or a closely related quantitative discipline. (Masters Degree Preferrred)
• 5+ years of experience in quantitative risk analytics, stress testing, forecasting, model development, or portfolio analytics.
• 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 the execution, enhancement, and ongoing administration of enterprise loan portfolio stress testing programs.
• Utilize and maintain 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 and expected loss projections.
• Identify emerging portfolio risks and communicate key findings to management through 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.

Skills

Quantitative risk analytics

Stress testing

Forecasting

Model development

Portfolio analytics

Python

SQL

Statistical modeling

Econometrics

Communication to senior leadership

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 platforms

Power BI

Tableau

Job description

Busey Bank is seeking a Stress Testing Manager to act as a subject matter expert for enterprise stress testing and quantitative risk modeling across loan and deposit portfolios. The role leverages Moody's platforms and internally developed models to assess impact of adverse conditions.

You will collaborate with Credit, Finance, Treasury, ERM, and Model Risk Management to ensure robust governance and analytical soundness, and you will present findings to senior leadership with clear communication.