Calypso Test Analyst

First Derivative is a global leader in consulting, business services and technology. We are the home for diverse thinkers and innovators. We know that our people are vital to our success, and we are proud of the diverse and vibrant team we have built across the globe. We are committed to hiring top talent, creating an environment where they can thrive, and recognizing and rewarding their dedication as they progress within the company.

We have an excellent opportunity for a Calypso Test Engineer to join our Global Team. The successful candidate will work as part of a global practice and on large scale Calypso projects with major financial institutions.

We are looking for candidates with:

4 years working experience and strong understanding of Calypso

Strong understanding of interest rates, FX, Commodity markets including physical and derivative instruments

Experience with testing and validating Calypso with a focus on metrics and value at risk.

Advanced level in Python programming

Ability to extract, analyse and present data for FO Reports

Strong knowledge of test methods and procedures

Experience with Curve Validations against Quant Lib, Risk Validations and Risk Metrics would be a plus.

Excellent problem solving and analytical skills.

Candidate personal data will be processed in line with our Global Candidate Privacy Notice

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