Quantitative Engineer — Build NextGen Pricing & Risk

Challenger; Sydney; Hybrid; AUD 180,000 - 240,000; Full time

Benefits offered by this job

Discretionary bonus scheme

Eighteen weeks paid parental leave

Flexible parental leave timing

Challenger Day – extra day off each vг

Job summary

Challenger Limited in Sydney is seeking a Quantitative Engineer who blends software development with quantitative modelling in financial markets. The role focuses on modernising pricing, valuation and risk platforms using C#/.NET.

You will translate complex mathematical concepts into robust production code, build core libraries, and collaborate with analysts and developers to deliver scalable solutions in a hybrid work environment.

Qualifications

• Degree in Computer Science, Mathematics, Engineering, Actuarial Studies, Physics or another quantitative discipline.
• 5+ years of professional software development experience.
• Strong ownership mentality with a track record of delivering production systems.
• Understanding of financial markets, particularly fixed income, interest rates and/or derivatives.
• Exposure to pricing, valuation, risk, modelling or quantitative systems.
• Experience working with AI-assisted development tools and modern software engineering practices.

Responsibilities

• Collaborate with analysts, actuaries and developers to design and enhance investment, pricing and risk systems.
• Develop and maintain quantitative pricing, valuation and risk functionality using C#/.NET.
• Implement financial models and business logic across fixed income, interest rates, FX, derivatives, annuities and reinsurance.
• Translate spreadsheet-based and prototype models into robust, maintainable production code.
• Build and maintain core quantitative libraries, market data components and valuation infrastructure.
• Develop tools that support actuarial modelling, ALM strategies, risk analytics and investment decision-making.
• Investigate and resolve issues in production calculations and modelling systems.
• Contribute to testing, model validation, peer reviews and continuous improvement of engineering practices.
• Explore the use of AI-assisted development, agentic tooling and automation to improve development productivity, model quality and user experience.

Skills

C#/.NET development

Production software

Object-oriented design

Unit testing

Git version control

SQL databases

Education

Degree in Computer Science or related quantitative field

Tools

Azure DevOps

REST APIs

CI/CD

Python

Snowflake

JavaScript/TypeScript

Job description

Challenger Limited in Sydney is seeking a Quantitative Engineer who blends software development with quantitative modelling in financial markets. The role focuses on modernising pricing, valuation and risk platforms using C#/.NET.

You will translate complex mathematical concepts into robust production code, build core libraries, and collaborate with analysts and developers to deliver scalable solutions in a hybrid work environment.