Major Australian Bank | Sydney, NSW | Full-time

About the Role

This role is an chance 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 (City of Sydney)
🏢 Profusion
📍 City of Sydney