Calypso FO BA

Project Description:

Luxoft has one of the world's leading Calypso practice. We are a top-tier Calypso Partner and a market leader in implementation, integration, upgrade, and migration. Luxoft provide end-to-end project services and have delivered Calypso projects across all major asset classes and sectors including investment banking, asset management, corporate treasury, and insurance.

Project Description:

• Support and additional build out (projects) for Calypso instance.

Responsibilities:

• Address and respond to production support issues and trouble shoot issues arising from day-to-day activities Calypso instance
• Provide support to FO and MO users on Calypso
• Configure, updated, optimize functional set up in Calypso
• Execute (where required) SOD/ EOD Scheduled Tasks
• Develop necessary functional solutions for Calypso instance as per requirements (if required)
• Monitor if market quotes fail to update Calypso system error messages
• Monitor feed & security definitions download, if reprocessing of trades needed or reprocessing of events
• Ensures supporting documents are complete, current, and appropriately stored
• Works closely with relevant business and technology stakeholders to ensure effective and efficient implementation of the project(s)
• Submits status reports to stakeholders; coordinates and provides updates to steering committees
• Collaboration with key functional or business stakeholders to achieve clear outcomes/deliverables in relation to the strategic and transformational book of work
• Manage deliverables ensuring transparency of risks, issues and dependencies that are fully aligned to functional / business owners
• You might be acting also as a business analyst as well in order to help the team gathering and writing requirements, acceptance criteria.

Sampling of Tasks Expected to be Performed:

• 1. Configuring Standard & Custom Interfaces within Calypso
• 2. Setting up Quote Feeds from Bloomberg
• 3. Set-up 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 configuration & pricing parameters
• 9. 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-to-back Calypso derivatives solution
• Ability to work with little supervision, be a fast learner, self-motivated, team player, and collaborator with strong problem solving skills.
• Must be resourceful and demonstrate initiative in getting the job done.
• Good oral and written communication skills are essential.
• Ability to train and transfer knowledge to Guardian's business and technology stakeholders
• Proven track record of delivery of implementation / migration projects
• Proven experience in the development of Calypso integrations, reporting, and other technical aspects
• Experience of adherence to governance frameworks / implementation and handover to BAU
• Comprehensive knowledge of trade flow, trading systems and related concepts and technology, including valuation and client/market risk management
• Leadership skills
• Excellent analytical skills, understanding of project life cycles, and ability to act in an entrepreneurial manner to ensure the requirements from the business are gathered in the appropriate manner.
• Proven analytical, planning, problem solving and decision-making skills
• Comfortable with direct communication with all levels of technical and business resources
• Excellent organizational and time management skills with the ability to handle multiple tasks simultaneously
• Experience with working in a highly collaborative and dynamic multi-team environment

Nice-to-Have Skills Description:

• Experience working with a software vendor in a Business Analysis role or a functional back-office user role within the insurance industry.
• Expertise in the support and implementation of the Calypso Back-Office system primarily in post-trade processing areas of
• Trade validation, Cross-Asset Accounting, Settlements, Reconciliations, Messages (SWIFT/Paper), Regulatory and Internal reporting.
• Knowledge and functional experience in support of one or more of the following Asset Classes:

a. Foreign Exchange (FX)

b. Fixed Income and Money Market (FI/MM)

c. Interest Rate Derivatives (IRD)

d. FX Derivatives (FXD)

e. Credit Derivatives

f. Equities and Equity Derivatives

g. Commodities and Commodity Derivatives.

• Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical
• simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data
• providers.
• Hands on experience massaging or analyzing data using tools such as Excel, SQL, or similar.
• Ability to work under pressure in a fast-paced environment is essential.
• Have a willingness to learn new skills
• Must have attention to detail
• Must have the ability to work independently and also as part of a group
• Experience of Agile practices and processes (e.g. SCRUM, KANBAN)
• Any technical knowledge (Writing simple sql query, be able to read code )
• Conflict management ensuring collaborative outcomes
• Excellent attention to detail and accuracy