Stress Testing Manager

Position Summary The Stress Testing Manager serves as a subject matter expert for enterprise stress testing and quantitative risk modeling. This role is responsible for the development, implementation, execution, enhancement, and governance of stress testing models used to assess risk primarily across the loan and deposit portfolios, but also provides key support for capital and liquidity stress testing processes. The position will leverage both third-party solutions, including Moody's analytical platforms, and internally developed models to evaluate the impact of adverse economic conditions on portfolio performance and emerging risk exposures. Working within the Second Line of Defense (SLOD), the Stress Testing Manager provides independent challenge to assumptions, methodologies, and model outputs while supporting the Bank's Enterprise Risk Management framework. This individual will partner closely with Credit, Finance, Treasury, Model Risk Management, and Enterprise Risk Management teams to ensure stress testing practices remain robust, analytically sound, and aligned with strategic and regulatory expectations. The role requires a highly analytical and inquisitive professional with significant quantitative modeling experience, strong statistical expertise, and the ability to communicate complex analytical concepts to senior management. Duties & Responsibilities Stress Testing and Scenario Analytics Lead the execution, enhancement, and ongoing administration of enterpris