About Us

At ANZ, we're applying new ways technology and data can be harnessed as we work towards a common goal: to improve the financial wellbeing and sustainability of our millions of customers.

Our community of over 5,000 engineers is key to making this happen, because technology underpins every part of our business - from delivering tools, apps and services for our customers, to building a bank for the future.

About the Role

As a Market Risk QA Engineer in Market Risk Technology, you will play a key role in engaging with Quants, Implementation and Business teams to understand technical/Functional changes to validate new developments for Sky platform (ANZ’s in-house risk and pricing engine).

Banking is changing and we’re changing with it, giving our people great opportunities to try new things, learn and grow. Whatever your role at ANZ, you’ll be building your future, while helping to build ours.

Role Location: Bangalore
Role Type: Permanent, Fulltime

What will your day look like?

As a Market Risk QA Engineer, you should have:

1.    Exposure to FRTB and Capital adequacy ratio, Strong exposure to PnL Attribution
2.    Exposure to various market risk reports like VaR, Stress Reports, Backtesting models, Sensitivity NPV, PV, DV01 & Option Greeks. 
3.    Hands on exposure to PnL explain and VaR scenario explain, portfolio simulation by position-breakdown by trade
4.    Work with large volumes of data, data cleansing - VBA Macros / Advance Excel formulae (pivot table, lookups etc.).
5.    Hands on experience of CI/CD pipelines and tools like Jenkins or TeamCity.
6.    UNIX understanding
7.    Good knowledge of Risk Management platform and good understanding of a distributed architecture.
8.    Proven experience in a similar role involving Middle Office support and interaction with business stakeholders.

What will you bring?

To grow and be successful in this role, you will ideally bring the following:

1.    6 to 10 years of Investment Banking IT project delivery experience and End to End SDLC understanding
2.    Excellent problem-solving skills and attention to detail.
3.    Enables continuous delivery practices to increase delivery speed.
4.    Works in collaborative teams to build innovative solutions.
5.    Works in a high demanding, challenging and flexible workspace.
6.    Utilises tools and practices to build, verify and deploy solutions in the most efficient ways, enhancing tech division capabilities.
7.    Implements a culture within the Tribe and the Chapter, encouraging best practices around reviews, quality, and documentation.
8.    Creates estimates and continuously reviews demand within the individual Squads/teams.
9.    A desire to write tools and applications to automate work rather than do everything by hand
10.    Familiarity with cloud platforms like AWS, Azure, or GCP.

You’re not expected to have 100% of these skills. At ANZ a growth mindset is at the heart of our culture, so if you have most of these things in your toolbox, we’d love to hear from you.

So why join us?

ANZ is a place where big things happen as we work together to provide banking and financial services across more than 30 markets. With more than 7,500 people, our Bengaluru team is the bank's largest technology, data and operations centre outside Australia. In operation for over 33 years, the centre is critical in delivering the bank's strategy and making an impact for our millions of customers around the world. Our Bengaluru team not only drives the transformation initiatives of the bank, it also drives a culture that makes ANZ a great place to be. We're proud that people feel they can be themselves at ANZ and 90 percent of our people feel they belong. 

We know our people need different things to be great in their role, so we offer a range of flexible working options, including hybrid work (where the role allows it). Our people also enjoy a range of benefits including access to health and wellbeing services.

We want to continue building a diverse workplace and welcome applications from everyone. Please talk to us about any adjustments you may require to our recruitment process or the role itself. If you are a candidate with a disability or access requirements, let us know how we can provide you with additional support.

To find out more about working at ANZ visit https://www.anz.com/careers/. You can apply for this role by visiting ANZ Careers and searching for reference number 93282.

Job Posting End Date

23/04/2025 , 11.59pm, (Melbourne Australia)