Quantitative Engineer (New South Wales)

Quantitative Engineer (New South Wales)

04 Sep
|
Challenger
|
New South Wales

04 Sep

Challenger

New South Wales

$128 billion in assets (as at 31 March ****) Quantitative Engineer | Sydney We're looking for someone who enjoys working at the intersection of software engineering, quantitative modelling and financial markets.
This role would suit a strong C#/.
NET developer with experience building financial systems and a practical understanding of pricing, valuation and risk concepts.
You may come from a banking, capital markets, treasury, risk technology or quantitative development background.
You do not need to be an expert in every asset class or actuarial discipline.
What matters most is your ability to understand quantitative requirements, collaborate with subject matter experts, and translate complex financial concepts into robust, maintainable production software.
We're particularly interested in people who are curious, pragmatic and excited by the opportunity to modernise quantitative platforms using modern engineering practices and AI-assisted development tools.
What You'll Be Doing 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.
Your Background Includes 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.
Technical Skills Required Essential Strong C#/.
NET development experience.
Experience building and supporting production software systems.
Solid understanding of object-oriented design and software engineering principles.
Unit testing and source control (Git).
SQL and relational database development.
Strong analytical and problem-solving skills.
Highly Regarded Fixed income, interest rate or derivatives pricing knowledge.
Experience with quantitative libraries, market data, valuation engines or risk systems.
REST APIs and service-based architectures.
Azure DevOps and CI/CD practices.
Python and/or JavaScript/TypeScript.
Snowflake or cloud-based data platforms.
Nice to Have Actuarial modelling, annuities, reinsurance or insurance risk experience.
Asset-liability management (ALM) knowledge.
C++ exposure within quantitative or pricing environments.




Additional Information: At Challenger, we support your growth and development, offering flexibility and a culture that values your unique contributions.
You'll be part of a supportive team that encourages learning, innovation, and making a real impact.
Working at Challenger means being part of a diverse, connected team that has fun and loves what they do.
We're small enough, but big enough to accelerate bold ideas, realising what's possible for our customers and partners.
At Challenger, we provide access to a range of exclusive employee benefits that will support you both personally and professionally and a hybrid work environment including.
Discretionary bonus scheme.
Eighteen weeks paid leave for all new parents.
Flexibility on when, and how, parental leave is taken.
Challenger Day – one extra day off every year in recognition of the effort our people make.
Additional support leave (fertility treatment leave, gender affirmation leave).
Extra superannuation contributions.
Employee share plan.
Visit our benefits page for more information – #LI-GW1 #LI-Challenger #LI-Hybrid Challenger's employee value proposition guides how we work: Our culture encourages curiosity, considered thinking and meaningful contribution, with opportunities to build a broad and rewarding career.
We are committed to fostering a safe, inclusive and respectful workplace where people of all backgrounds, identities and ways of thinking can thrive, and promoting versatile working to support work-life balance.
Challenger is proud to be a Workplace Gender Equality Agency (WGEA) Employer of Choice for Gender Equality, a Family Friendly Workplace and recognised as a Bronze Employer in the Australian Workplace Equality Index (AWEI), the national benchmark for LGBTQ+ workplace inclusion.

📌 Quantitative Engineer (New South Wales)
🏢 Challenger
📍 New South Wales

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