Senior Engineer - Market Risk Specialist

Senior Engineer - Market Risk Specialist

Sydney, NSW, Australia

Job Description

Create your best future and join Westpac as a Senior Engineer, Market Risk Specialist What's the role?

As a Senior Engineer, Market Risk Specialist, you will play a key role in delivering commodities product capability across Westpac Institutional Bank's market risk technology landscape. Working within Traded Risk Technology, you'll help enhance the platforms that measure, monitor and report market risk across a complex institutional banking environment.

You'll work across a range of market risk systems and technologies, partnering closely with Front Office, Market Risk Management, Operations and Technology teams to deliver scalable, well-controlled solutions. You'll lead technical analysis, product configuration and solution delivery, helping ensure commodities risk is accurately captured, measured and monitored through sensitivities, VaR, stress testing and limits frameworks.

In this role, you'll solve complex business and technology challenges, support strategic initiatives, drive continuous improvement and provide technical leadership across the market risk platform estate. You'll also have opportunities to leverage automation and AI-assisted analysis to improve efficiency, reduce operational risk and support delivery outcomes.

What do I need?

• Experience within market risk or financial markets technology in a regulated banking environment.
• Must have experience configuring front office solutions in Murex or Calypso, capable of adapting that experience to a market risk environment and developing market risk solutions within our vendor platform driven environment, across the market risk FIS engine and Activeviam limits platform.
• AI engineering is preferred.
• Understanding of market risk concepts including VaR, sensitivities, stress testing, limits management, market data and regulatory requirements.
• Proven ability to analyse complex technology landscapes, perform impact assessments and solve end-to-end business and technical challenges.
• Experience partnering with senior stakeholders across business, risk and technology functions.

We're obsessed with becoming our customers' banking partner for life and we're looking for people who are passionate about helping us achieve that goal. In return, we're committed to making Westpac the best place to work in the country. Here are just a few of the ways we're already doing that:

• Special offers on banking products and discounts from top brands, including generous employee-only mortgage rates!
• Flexible work arrangements to help you achieve a greater work/life balance, and a variety of leave options including Culture, Lifestyle and Wellbeing leave.
• Tailored learning and development opportunities to help your grow your career within the bank.
• Lots of opportunities to 'give back' to the Community by getting involved in our many volunteering initiatives.

Create your future today

We're all about creating a supportive and inclusive community. We welcome everyone - no matter your age, gender, background, or abilities. We also provide additional support to welcome our veterans, Indigenous Australians and neurodiverse community.

If you need any adjustments during the recruitment process, you can find more information and contact details on ourFAQs and how to contact us page , under the 'Diversity, sustainability and flexibility' section.