Senior Market Risk Engineer – AI-Driven Platform Lead

XPT Software Australia; Australia; On-site; AUD 140,000 - 190,000; Full time

Job summary

Westpac Institutional Bank seeks a Senior Engineer, Market Risk Specialist to deliver commodities product capability across its market risk technology landscape. You will work across risk systems, partnering with Front Office, Market Risk Management, Operations and Technology teams to deliver scalable solutions.

You will lead technical analysis, configuration and solution delivery for market risk platforms, focusing on VaR, sensitivities, stress testing and limits frameworks, with opportunities

Qualifications

• Experience within market risk or financial markets technology in a regulated banking environment.
• Experience configuring front office solutions in Murex or Calypso for market risk environments.
• AI engineering experience is preferred.
• Understanding of VaR, sensitivities, stress testing, and limits management.
• Ability to analyse complex technology landscapes and solve end-to-end challenges.
• Experience partnering with senior stakeholders across business, risk, and technology.

Responsibilities

• Lead technical analysis, product configuration and solution delivery for market risk platforms.
• Collaborate with Front Office, Market Risk Management, Operations and Technology teams.
• Support automation and AI-assisted analysis to improve efficiency and reduce risk.
• Provide technical leadership across the market risk platform estate.

Skills

Market risk technology

Murex/Calypso configuration

AI engineering

VaR, sensitivities, stress testing

Regulatory requirements understanding

Stakeholder collaboration

Tools

Murex

Calypso

Activeviam limits platform

FIS engine

Job description

Westpac Institutional Bank seeks a Senior Engineer, Market Risk Specialist to deliver commodities product capability across its market risk technology landscape. You will work across risk systems, partnering with Front Office, Market Risk Management, Operations and Technology teams to deliver scalable solutions.

You will lead technical analysis, configuration and solution delivery for market risk platforms, focusing on VaR, sensitivities, stress testing and limits frameworks, with opportunities