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.
Project Description:
Support and additional build out (projects) for Calypso instance.
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:
Configuring Standard & Custom Interfaces within Calypso
Setting up Quote Feeds from Bloomberg
Set-up Holiday Calendar feed
Set-up Interest Rate Curves & other market data
Set-up Dividend Curves for Custom Index
Set-up Equity Volatility Surface feeds
Translate Historical Volatility of Volatility-controlled indexes to a Volatility Surface to be used in Calypso
Set-up pricing configuration & pricing parameters
Some end-of-day processing/monitoring needed
Must have
3+ years of experience working in Capital Markets and Calypso
Good knowledge of Financial products cross assets
Expertise with a front-to-back Calypso derivatives solution, including accounting, is a must. Preferably with an insurance industry focus. Other Required Skills:
Ability to work with little supervision, be a fast learner, self-motivated, team player, and collaborator with strong problemsolving 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
Experience with the following is a plus:
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.
Additionally:
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
Languages
Spanish: C2 Proficient,English: B2 Upper Intermediate
Seniority
Regular
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