Quantitative Engineer – AI-Enhanced Finance (C#/.NET)

Challenger Limited; Sydney; Hybrid; AUD 140,000 - 210,000; Full time

Benefits offered by this job

Discretionary bonus

18 weeks paid parental leave

Parental leave flexibility

Challenger Day

Extra superannuation contributions

Employee share plan

Job summary

Challenger Limited seeks a Quantitative Engineer in Sydney to join a team building financial systems for pricing, valuation and risk. You’ll translate complex models into robust production code and develop quantitative libraries and data components.

You will collaborate with analysts and developers across fixed income, rates and derivatives while adopting AI-assisted development and modern engineering practices. Hybrid work is available.

Qualifications

• 5+ years of professional software development experience.
• Understanding of pricing, valuation and risk concepts in financial markets.
• Ability to translate complex quantitative requirements into robust production software.

Responsibilities

• Collaborate with analysts, actuaries and developers to design investment, pricing and risk systems.
• Develop and maintain quantitative pricing, valuation and risk functionality using C#/.NET.
• Implement models across fixed income, rates, FX, derivatives, annuities and reinsurance.
• Translate spreadsheet-based models into production code.
• Build and maintain core quantitative libraries and valuation infrastructure.
• Develop tools supporting actuarial modelling, ALM strategies and risk analytics.
• Investigate and resolve issues in production calculations and modelling systems.
• Contribute to testing, model validation and code reviews.
• Explore AI-assisted development to improve productivity and model quality.

Skills

C#/.NET

Production software

OO design

Unit testing

Git

SQL

REST APIs

Azure DevOps

Python

JavaScript/TypeScript

Snowflake

Cloud data platforms

Education

Degree in Computer Science or Mathematics or Engineering or Actuarial Studies or Physics

Tools

Azure DevOps

Snowflake

Job description

Challenger Limited seeks a Quantitative Engineer in Sydney to join a team building financial systems for pricing, valuation and risk. You’ll translate complex models into robust production code and develop quantitative libraries and data components.

You will collaborate with analysts and developers across fixed income, rates and derivatives while adopting AI-assisted development and modern engineering practices. Hybrid work is available.