Calypso FO BA
- Hiring Organisation
- Luxoft
- Location
- Belfast, UK
- Employment Type
- Full-time
Holiday Calendar feed 4. Set-up Interest Rate Curves & other market data 5. Set-up Dividend Curves for Custom Index 6. Set-up Equity Volatility Surface feeds 7. Translate Historical Volatility of Volatility-controlled indexes to a Volatility Surface to be used in Calypso 8. Set-up pricing … Some end-of-day processing/monitoring needed Mandatory Skills Description: 3+ years of experience working in Capital Markets and Calypso Front office - Equity derivatives knowledge ( Equity Swaps, Portfolio Swaps etc.) is a big plus. Good knowledge of Financial products cross assets Expertise with a front ...