Major Australian Bank | Sydney, NSW | Full-time
About the Role
This role is an prospect within a function driving digital transformation across an Institutional Bank. This role sits within a team transforming the bank's Commodities business.
You'll build production-grade quantitative and analytics systems that support trading, pricing, and risk decision-making. The role sits at the intersection of quantitative modelling, software engineering, and markets, with a focus on turning high-value quantitative ideas into reliable, scalable production capabilities. There's scope to help shape the use of ML and AI over time, applied pragmatically with strong engineering discipline and appropriate controls.
Key Responsibilities
Quantitative & Analytics Engineering
— Design and implement pricing, risk, and portfolio analytics used in real decision-making
Production Ownership & Engineering Discipline
— Contribute to disciplined testing, release management, monitoring, and documentation
ML, AI & Advanced Analytics
— Contribute to the practical application of ML and GenAI (including LLM-based systems) for analytics augmentation, decision support, and workflow automation
Markets & Collaboration
— Apply analytics to pricing strategy, risk management, and execution analysis
What You'll Need
This role requires a strong quantitative engineering background combining robust software development skills with deep analytical capability.



You'll be comfortable working in data-intensive production environments and able to operate at senior level, with flexibility for exceptional strength in either quantitative modelling or production engineering.
Strong engineering capability in
Python
, with proficiency in at least one of
C++, Java, or C#
Advanced
SQL
skills and confidence working with large-scale, data-intensive workloads
Solid grounding in applied mathematics, statistics, probability, or optimisation
Proven experience building scalable, production-grade analytics systems
Background in quantitative development, analytics engineering, or front-office analytics within financial services
Desirable: experience with cloud platforms (preferably
Azure
) and modern CI/CD practices
Desirable: exposure to ML tooling (e.g.
PyTorch
,
TensorFlow
) and LLM frameworks
Why Apply
Work on real, live problems with direct business impact across pricing, risk, and trading decisions
Join a team embedding AI and modern engineering practices into one of Australia's largest financial institutions
Flexible work arrangements and a genuine work/life balance, including a range of leave options
Tailored learning and development opportunities
Opportunities to get involved in community volunteering initiatives
Competitive salary package and employee banking benefits
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📌 Senior Quantitative Engineer (New South Wales)
🏢 Profusion
📍 New South Wales