Calypso Functional FO-MO

Project Description:

Luxoft has one of the world's leading Calypso practices.

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.

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

Skills Description:

• 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 problem-solving

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