Calypso Front Office Support - Pune, India - Luxoft

Luxoft

Verified Company

Pune, India

1 week ago

Posted by:

Deepika Kaur

beBee Recuiter

Description

Project Description**:

We are currently working with one of the top 4 Australian banks, who are currently using Calypso V16.1 as a front to back office system for Fixed income and IR derivatives business.

You will be a FO Support Analyst focusing on IRD, Money Market and Credit Derivatives working directly with sales and trading users on the client tradefloor in Sydney.

Responsibilities:

Be responsible for supporting frontoffice users including advising on workarounds, managing defects, small change,..
Working with project and change teams to improve system functionality in line with user expectations.
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.

Skills:

Must have

Prior experience providing frontoffice support on Calypso
5+ Years of relevant Calypso Front Office or Market Risk experience
Good knowledge of Pricing and valuation 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 experience in FO configuration around booking models, pricing env, pricer config, etc.
Experience in setting up Rate Index, Curve setup, market data, market conventions like Day counts, roll conventions etc.
Good knowledge of calypso pricer measures for IRS, Swaption,
Basic knowledge of PLVaR and Official PL reports.
Experience in User Groups / Access Rights, Reporting

Nice to have

Configuring different risk analysis, experience in CWS, SFW modules
Working with quants team on validation of Pricing, Valuation, etc.
Basic knowledge in SQL, XSLT

Languages:

English:
C1 Advanced

Seniority:

Senior

Relocation package:

If needed, we can help you with relocation process.

Vacancy Specialization

Calypso

Ref Number

VR-80528