In a large bowl, mix the cake mix, water, oil and egg. Beat until smooth.
Poor into a 9x13 baking dish and make for about 45 minutes or until baked throughout.
Once the cake has cooled, use the end of a wooden spoon and poke holes all over the cake. I poked about 30 holes in the cake.
In a large bowl, whisk the banana pudding and milk until the banana pudding thickens just a bit. (not too much or it won't soak in)
Spread the banana pudding all over the top of the cake. Place into the fridge and let sit for 2 hours.