Stress Testing Manager

To support enterprise risk management initiatives, the full-time remote Stress Testing Manager will develop, implement, and enhance stress testing models for loan and deposit portfolios while collaborating with various teams to ensure robust risk assessment practices. Key responsibilities Lead the execution and administration of enterprise loan portfolio stress testing programs and develop proprietary methodologies Utilize third-party solutions and perform data analysis using Python and SQL to evaluate portfolio vulnerabilities and emerging risks Maintain comprehensive model documentation and support model governance to ensure adherence to regulatory standards Required qualifications Bachelor's degree in Statistics, Mathematics, Finance, Economics, Data Science, Financial Engineering, Computer Science, or a related quantitative discipline; Master's degree preferred 5+ years of experience in quantitative risk analytics, stress testing, or model development within banking or financial services Advanced proficiency in Python and SQL Strong knowledge of statistical modeling, econometrics, and quantitative risk methodologies Experience with large datasets and communicating complex findings to senior leadership