Educational requirements: Bachelor
English requirements: Competent English
Requirements for skilled employment experience for years: 5-8 years
Required residence status: Temporary visa, Permanent resident, Citizen
Accept remote work: unacceptable
You will be involved in Migration of IR derivatives in to Calypso where your Calypso skills on Fixed Income and IRD will be used to assist in designing Trade Booking model, Settlement & Confirmations, P&L reports, Risk Reports. Etc. You will also be participated in Migration reconciliation, Integrating & reconciling the trades to the multiple downstream and upstream systems. This is the ideal role for Calypso resources to utilize their skills in a complex multi-year project and provide exposure to all the modules in calypso and also supporting trading / sales desks.
You will be a FO Business Analyst focusing on IRD, Money Market and Credit Derivatives
Responsibilities
• Responsible for analysing IRD products in legacy systems, mapping same to Calypso products and booking model design post migration.
• 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 preforming 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
• 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 hands-on 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, CDS..etc
• Basic knowledge of PLVaR and Official PL reports.
• Experience in User Groups / Access Rights, Reporting
Nice to have
• Any experience on other financial markets platforms (e.g Murex)
• Configuring different risk analysis, experience in CWS, SFW modules
• Working with quants team on validation of Pricing, Valuation, etc.
• Experience in trade floor support
• Basic knowledge in SQL, XSLT
