Quantitative Risk Analyst Senior – Stress Testing and Scenario Design

USAA•San Antonio, TX

23h•$114,080 - $218,030•Hybrid

About The Position

The Quantitative Risk Analyst Senior – Stress Testing and Scenario Design supports financial risk management by helping identify, measure, monitor, and assess risks across the business. The role uses quantitative modeling and data analysis to evaluate market conditions, identify emerging risks, and understand how economic scenarios may affect financial performance, capital requirements, and overall business performance. The analyst monitors the risk and control environment and helps develop practical, data-driven recommendations to strengthen risk management processes and controls. The position calls for advanced experience in stress testing, scenario design, model development, and quantitative analysis in financial services or risk management. It involves reviewing and challenging model assumptions, qualitative methodologies, management overlays, and stress-testing results, as well as applying econometric, statistical, and predictive modeling techniques. The position requires working with tools such as Python, SQL, Essbase, and Tableau, and communicating findings effectively. The role requires working in the office four days per week and may be based in San Antonio, Texas; Colorado Springs, Colorado; or Plano, Texas. Relocation assistance is not available.

Requirements

Bachelor's degree in Economics, Finance, Statistics, Mathematics, Engineering, Actuarial Sciences, or a quantitative field; alternatively, four years of relevant education and/or experience.
Six years of related quantitative analysis experience relevant to risk management, including statistical analysis, modeling, mathematics, or another quantitative discipline; alternatively, an advanced degree or designation in a quantitative discipline and four years of relevant work experience; or a PhD in a quantitative discipline and up to two years of relevant work experience.

Nice To Haves

Advanced experience in stress testing, scenario design, model development, and quantitative analysis within financial services or risk management.
Expertise reviewing and challenging modeling assumptions, qualitative methodologies, management overlays, and stress-testing results to ensure outcomes are credible, well-supported, and aligned with business and risk profiles.
Ability to interpret macroeconomic scenarios and assess their impact on financial performance, capital requirements, and business performance.
Strong knowledge of governance, regulatory, and control requirements related to capital stress testing, capital planning, and risk management programs.
Experience applying econometric, statistical, and predictive modeling techniques using tools such as Python, SQL, and Tableau.
Experience using Oracle Essbase for financial reporting, data retrieval, or analysis.
Excellent written and verbal communication skills.

Responsibilities

Use advanced analytics to assess future risk, opportunities, and effectiveness, and translate results into meaningful solutions that enhance decision-making.
Apply advanced knowledge and industry best practices to quantify risk and aggregate exposures.
Engage in model validation and produce model validation reports.
Apply innovative and scientific or quantitative analytical approaches to draw conclusions and make recommendations that address business objectives and drive change.
Translate recommendations into communication materials for peer review and management.
Produce advanced analytical material for discussions with cross-functional teams to understand complex business objectives and influence solution strategies.
Mentor other team members in the peer review process.
Monitor the risk and control environment and help develop data-driven recommendations to strengthen risk management processes and controls.