Lead Market Risk Engineer - AI-Driven Commodities

Ampstek; Sydney; On-site; AUD 160,000 - 230,000; Full time

Job summary

Westpac Institutional Bank seeks a Senior Engineer, Market Risk Specialist to deliver commodities risk capability within Traded Risk Technology. You’ll lead technical analysis, configuration and delivery to measure and monitor risk across VaR, sensitivities and stress tests.

You’ll partner with Front Office, Risk, Ops and Tech to build scalable, well-controlled platforms and explore AI-assisted analytics to enhance efficiency and reduce operational risk.

Qualifications

• Experience in market risk or financial markets tech within regulated banking.
• Proven ability to configure front office solutions (Murex/Calypso) for risk environments.
• Understanding VaR, sensitivities, stress testing and limits frameworks.

Responsibilities

• Lead technical analysis and solution delivery across market risk platforms.
• Configure and optimize front-to-back risk capabilities with vendor tools.
• Collaborate with Front Office, Risk Management and Tech to improve efficiency.

Skills

Market risk

Financial markets technology

Senior stakeholder engagement

Regulated banking

AI engineering

End-to-end delivery

Tools

Murex

Calypso

Job description

Westpac Institutional Bank seeks a Senior Engineer, Market Risk Specialist to deliver commodities risk capability within Traded Risk Technology. You’ll lead technical analysis, configuration and delivery to measure and monitor risk across VaR, sensitivities and stress tests.

You’ll partner with Front Office, Risk, Ops and Tech to build scalable, well-controlled platforms and explore AI-assisted analytics to enhance efficiency and reduce operational risk.