Sr. Engineer- Market Risk (Murex/Calypso) at XPT Software Australia Pty Ltd | AU | Rezi

Sr. Engineer- Market Risk (Murex/Calypso) at XPT Software Australia Pty Ltd

Sr. Engineer- Market Risk (Murex/Calypso)

XPT Software Australia Pty Ltd · AU

2 weeks ago

Sr. Engineer- Market Risk (Murex/Calypso)

XPT Software Australia Pty Ltd · AU

19 days ago
Resume preview

Impress employers and recruiters.
Choose from hundreds of resume examples.

Target Resume Now

About the Role

Play a key role in delivering commodities product capability across Westpac Institutional Bank's market risk technology landscape. Enhance platforms that measure, monitor, and report market risk within a complex institutional banking environment.

Responsibilities

  • Lead technical analysis, product configuration, and solution delivery.
  • Ensure commodities risk is accurately captured, measured, and monitored through sensitivities, VaR, stress testing, and limits frameworks.
  • Solve complex business and technology challenges.
  • Support strategic initiatives.
  • Drive continuous improvement.
  • Provide technical leadership across the market risk platform estate.
  • Leverage automation and AI-assisted analysis to improve efficiency, reduce operational risk, and support delivery outcomes.

Requirements

  • Experience within market risk or financial markets technology in a regulated banking environment.
  • Experience configuring front office solutions in Murex or Calypso.
  • Ability to adapt experience to a market risk environment and develop market risk solutions within a vendor platform driven environment, across the market risk FIS engine and Activeviam limits platform.
  • Understanding of market risk concepts including VaR, sensitivities, stress testing, limits management, market data, and regulatory requirements.
  • Proven ability to analyze complex technology landscapes, perform impact assessments, and solve end-to-end business and technical challenges.
  • Experience partnering with senior stakeholders across business, risk, and technology functions.

Skills

  • Murex
  • Calypso
  • FIS engine
  • Activeviam limits platform
  • VaR
  • Sensitivities
  • Stress testing
  • Limits management
  • Market data
  • Regulatory requirements
  • AI engineering

Experience Level

  • Senior