Calypso Front Office Ba - Gurugram, Haryana, India - Luxoft
Description
Project Description**:
We are currently working with a well-known financial services organisation in Australia who are currently using Calypso V16.1 as a front to back office system for Fixed income and IR derivatives business.
You will be involved in an Pricing / Risk reports validation where your Calypso FO skills on Fixed Income and IRD will be used to assist in integrating, reconciling the trades to the multiple downstream and upstream systems.
Responsibilities:
- You will be a FO Business Analyst focusing on IRD, Money Market, and Credit Derivatives
-
Responsibilities:
- Responsible for doing Requirement Analysis in Front Office space for various projects (Upgrade, IBOR, Regulatory,..)
- Be responsible for understanding the business needs, identifying business solutions, and validating the pros and cons of technical solution options
- Key liaison with Front Office user base and primary interface between Business and IT.
- Analysing trade data and performing various life cycle actions to support downstream system requirements, identifying gaps, field level mapping between systems, and configuring reports in Calypso, supporting BAU team whenever needed.
- Working with a Testing team to review test cases, coverage and investigate any issue they encounter.
Skills:
Must have
- 4+ Years of relevant Calypso (and/or other Trading System) Front Office or Market Risk experience
- Good knowledge of Risk and Pricing of IRD, MM, and Credit derivatives
- Experienced in dealing with Front Office, Risk and/or Product control stakeholders in both Markets and Treasury divisions
- Strong handson knowledge of FO configuration around booking models, pricing env, pricer config, etc.
- Good knowledge Rate Index, Curve setup, market data, market conventions like Day counts, roll conventions etc.
- Basic knowledge of pricing and pricer measures of IRS, Swaption,
- Basic knowledge of PLVaR and Official PL reports.
- Knowledge of organization setup and User Groups / Access Rights
- Some knowledge of Reporting
- Any experience on other financial markets platforms (e.g Murex)
- An awareness of current and future regulatory programs impacting markets, e.g. MiFiD, Fundamental Review of the Trading Book
- Configuring different risk analysis reports such as Falsh, Portfolio, Reset risk, etc.
- Working with quants team on validation of Pricing, Valuation, etc.
Languages:
English:
C1 Advanced
Seniority:
Regular
Relocation package:
If needed, we can help you with relocation process.
Vacancy Specialization
Calypso
Ref Number
VR-102820
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