XPT Software is seeking a Senior Engineer, Market Risk Specialist to deliver commodities risk capabilities within Westpac Institutional Bank's risk technology stack. You will lead technical analysis, configuration and delivery across market risk platforms, aligning with Front Office and Risk Management teams.
The role emphasizes handling VaR, sensitivities, stress testing and limits while exploring automation and AI-driven improvements to mitigate operational risk.
Senior Market Risk Engineer — VaR & Murex/Calypso employer: XPT Software
XPT Software is an exceptional employer, offering a dynamic work culture that fosters innovation and collaboration in the field of AI governance. Located at the heart of Defence operations, employees benefit from unique opportunities to engage with industry leaders and contribute to meaningful projects that enhance national security. With a strong focus on professional development, XPT Software supports employee growth through continuous learning and mentorship, making it an ideal place for those looking to make a significant impact in their careers.
