14 Sep
|
Ampstek
|
New South Wales
14 Sep
Ampstek
New South Wales
Job Description
As a Senior Engineer, Market Risk Specialist, you will play a key role in delivering
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commodities product capability across Westpac Institutional Bank's market risk technology
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landscape. Working within Traded Risk Technology, you'll help enhance the platforms that
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measure, monitor and report market risk across a complex institutional banking
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You'll work across a range of market risk systems and technologies, partnering closely with
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Front Office, Market Risk Management, Operations and Technology teams to deliver
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scalable, well-controlled solutions. You'll lead technical analysis, product configuration and
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solution delivery, helping ensure commodities risk is accurately captured, measured and
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monitored through sensitivities, VaR, stress testing and limits frameworks.
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In this role, you'll solve complex business and technology challenges, support strategic
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initiatives, drive continuous improvement and provide technical leadership across the market
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risk platform estate. You'll also have opportunities to leverage automation and AI-assisted
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analysis to improve efficiency, reduce operational risk and support delivery outcomes.
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What do I need?
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Experience within market risk or financial markets technology in a regulated banking
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Must have experience configuring front office solutions in Murex or Calypso, capable
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of adapting that experience to a market risk workplace and developing market risk
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solutions within our vendor platform driven environment, across the market risk FIS
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engine and Activeviam limits platform.
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AI engineering is preferred.
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Understanding of market risk concepts including VaR, sensitivities, stress testing,
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limits management, market data and regulatory requirements.
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Proven ability to analyse complex technology landscapes, perform impact
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assessments and solve end-to-end business and technical challenges.
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Experience partnering with senior stakeholders across business, risk and technology
📌 Senior Engineer, Market Risk Specialist (New South Wales)
🏢 Ampstek
📍 New South Wales