Quantitative Engineer at Challenger | AU | Rezi

Quantitative Engineer at Challenger

Quantitative Engineer

Challenger · AU

3 weeks ago

Quantitative Engineer

Challenger · AU

21 days ago
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About the Role

We're looking for a Quantitative Engineer who enjoys working at the intersection of software engineering, quantitative modelling, and financial markets. This role suits a strong C#/.NET developer with experience building financial systems and a practical understanding of pricing, valuation, and risk concepts. We are particularly interested in individuals who are curious, pragmatic, and excited by the opportunity to modernise quantitative platforms using modern engineering practices and AI-assisted development tools.

Responsibilities

  • 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.

Requirements

  • 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.

Skills

  • 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.
  • 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.
  • Actuarial modelling, annuities, reinsurance, or insurance risk experience.
  • Asset-liability management (ALM) knowledge.
  • C++ exposure within quantitative or pricing environments.

Location

  • Sydney

Work Type

  • Hybrid

Experience Level

  • 5+ years of professional software development experience

Education Level

  • Degree in Computer Science, Mathematics, Engineering, Actuarial Studies, Physics or another quantitative discipline

Benefits

  • 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.
  • Additional support leave (fertility treatment leave, gender affirmation leave).
  • Extra superannuation contributions.
  • Employee share plan.

About the Company

  • Challenger Limited is an ASX-listed investment management firm managing $120 billion in assets (as at 30 June 2026).
  • We achieve this goal by providing a work environment where people from diverse backgrounds, with a range of skills and experiences can contribute and succeed.
  • 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.
  • Challenger's employee value proposition guides how we work: Grow and realise your potential, supporting each other, stronger together and making things happen.
  • Our culture encourages curiosity, considered thinking and meaningful contribution, with opportunities to build a broad and rewarding career.

Equal Opportunity

  • 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 flexible 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.