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AI Engineer
Successfully
Req. VR-121457
We have been engaged by a large Australian Bank to provide experienced consultants to support their Market Risk technology as part of some migration, maintenance and upgrade.
The AI Engineer will design, build, and operationalize AI driven solutions across Risk, Limits functions. The role spans model assisted engineering, intelligent agents, knowledge extraction, code analysis, and workflow automation across banks proprietary, vendor platforms. This position focuses on transforming the bank's Risk Technology landscape by deploying advanced Generative AI and machine learning solutions. The candidate will support teams by automating complex analytical workflows, work closely with risk SMEs, quants, technology teams, and data governance to deliver safe, compliant, and high impact AI capabilities.
Build Risk domain specific AI agents that leverage internal knowledge bases (Confluence, functional/technical specs, solution design documents, runbooks, regulatory guidelines).
Implement RAG pipelines: document ingestion, chunking, embeddings, retrieval evaluation, citations/traceability, and freshness/versioning across knowledge bases.
Develop risk-focused Natural Language Processer (NLP) to interpret regulatory text (e.g., FRTB, SA-CCR, IRRBB) into implementable technology requirements; support impact analysis and change delivery.
Translate regulatory frameworks like Basel III / IV into interpretable logic for agents, build models that assist in interpreting risk sensitivities, capital calculations, VaR/MRA outputs, and limit breaches.
Implement conversational interfaces and chatbots for risk users, support teams, and developers.
Develop APIs and microservices to expose AI capabilities to risk platforms, downstream systems and trading platforms (Murex/Calypso/FIS) and surrounding ecosystem like Market Data, Staic and Reference data systems.
Own end-to-end delivery of GenAI products: discovery → architecture → build → testing → production rollout → monitoring and continuous improvement.
Coordinate with Bank's AI Governance team to Establish / Follow LLM standards across prompt management, version control, offline/online evaluation, red-teaming, model monitoring, cost/latency optimization.
Implement guardrails to prevent hallucinations, data privacy, and regulatory compliance
Lead code reviews and uplift engineering quality (testing strategy, secure coding, performance, reliability), including AI-assisted code review patterns and guardrails.
Mentor new joiners, prepare onboarding / SOP documents, contribute to AI community practice on reusable libraries/patterns.
Must have
5+ years' experience in Data engineering, Machine Learning with proven experience in delivery of large or medium scale production systems.
At least 1 year experience working with AI Tools like Cursor, Claude building custom agents preferably for a banking domain.
Strong experience with Python, Java, or Scala in enterprise environments, building APIs/services (REST/Google RPC), event-driven patterns, and working with large-scale data
Practical GenAI experience in RAG architecture, vector databases, prompt engineering, evaluation frameworks, and safe and secure agent design.
Working knowledge with cloud platforms (AWS/Azure/GCP) and container based deployments using Docker, Kubernetes
Experience with CI/CD, Git, and automated testing frameworks.
Knowledge of NLP, embeddings, transformers, and model fine tuning.
Strong data engineering skills: SQL, ETL, data modelling, feature engineering.
Experience in working with risk SMEs, quants, and technology teams, Strong documentation and communication skills.
Ability to operate in regulated, high control environments, Problem solving mindset with a focus on automation and simplification
Nice to have
Experience building chatbots, agents, or intelligent assistants.
Familiarity with leading Trading and Risk platforms such as Murex, Calypso, or FIS
Understanding of Market risk measures (FRTB), Credit Risk (CCR), Various Greeks, P&L explain.
Experience with regulatory reporting systems or risk engines.
Certifications in cloud, AI/ML, or financial risk FRM, CFA, CQF
Languages
English: C2 Proficient
Seniority
Senior
Sydney, Australia
Req. VR-121457
AI/ML
BCM Industry
09/03/2026
Req. VR-121457
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