Project descriptionWe've been engaged by an Australian financial institution to support their Calypso asset within wide range of projects like Product & Pricing, Risk & Regulatory, Collateral Management, Version upgrades etc. We are looking for multiple people across business analysis, development, and QA as part of this large-scale engagement.This role requires an experienced Calypso business analyst with focus on all interfaces across capital markets area. Your main contribution will be to deliver Calypso offering in the Asia Pacific region covering mainly FO and Quants functionalities like Pricing, Market Data, Risk Analysis and Model Validation. This role requires working as part of a scrum team with multiple BA, Dev and QA within a projects like Calypso upgrade or within a small or medium BAU changes.This will be a high-profile engagement with a view to grow our footprint with this client.ResponsibilitiesSuccessful candidate will work on both technical and functional aspects of various Calypso modules like Market date setup including configuring curves, Pricer model validation for IRD products, Various PL report configuration and Validation and Risk analysisCoordinating with trading desks for any pricing-related requirements issues, working with Quants team for model validationsConfiguration, integration & testing of all major or minor changes within calypso front office and trade interfaces like markitwireConfiguration of Front office work station reports, Cash ladders, Product templates, OPL reports etcWorking within projects like Calypso upgrades, Introducing new modules / products and migration from legacy systemsThe role will be predominantly at client location and activities include but not limited to Running user workshops to understand and draw up business processes, understanding current legacy implementations, and capturing functional and technical business requirementsWork closely with project teams, provide analysis, support, and assist with software releases and rollouts in the production environment according to Change Management best practicesDevelop an overall understanding of the business operating environment, business goals and objectives for the prevailing periodDemonstrate professional and ethical behaviour in your actions by ensuring compliance with external legislation, bank standards and internal operating policies and proceduresSkillsMust have5+ years of expert knowledge in Calypso Front office, ERS and FO Workstation modulesStrong experience of Pricing and valuation of IRD, MM and Credit derivativesExperience of Interest derivatives product configuration, market data and trade life cycle activitiesStrong hands-on experience in FO configuration around booking models, pricing env, pricer config, and Curve setupGood knowledge on configuring Official PL reports for IR productsExperience in PL VarisExperienced in functional and technical requirements gathering / documentationExcellent financial markets knowledge of IRD products like Swap, Xccy, Swaption and also exotic products like range accruals, structured productsComfortable with planning execution of User Acceptance TestingTechnically minded with some SQL/UNIX and FpML, XML knowledgeNice to haveExperience in other capital market platforms like Murex etcGood knowledge of FRTB Standards, VaR, ESGood knowledge in Fixed Income, Money market productsExperience with working in LCH Swapclear, Markiwire, TrioptimaFRM, CFA or CQF certifiedExperience with Calypso versions from 13 and aboveOtherLanguagesEnglish: C1 AdvancedSenioritySenior
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