Calypso Developer (Calypso is a must)

Notes : hybrid in Philadelphia; 3-days per week / looking for candidates who worked with Calypso version 16 or higher.

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.

We 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.

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.

A 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 :

Other Required Skills :

Nice-to-Have Skills Description :

Experience with the following is a plus :

1. Experience working with a software vendor in a Business Analysis role or a functional back-office user role within the insurance industry.

2. 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.

3. 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.

4. 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.

5. Hands on experience massaging or analyzing data using tools such as Excel, SQL, or similar.

Additionally :

Languages :

English : B2 / C1 / C2 Advanced