Luxoft Hiring for Calypso Front Office Support Job at Remote Full Time

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 front-office 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 front-office 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 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

• 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