Calypso Functional Fo-mo

**Project description**:
Luxoft has one of the world's leading Calypso practice.
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:
Configuring Standard & Custom Interfaces within Calypso

Setting up Quote Feeds from Bloomberg

Set-up Holiday Calendar feed

Set-up Interest Rate Curves & other market data

Set-up Dividend Curves for Custom Index

Set-up Equity Volatility Surface feeds

Translate Historical Volatility of Volatility-controlled indexes to a Volatility Surface to be used in Calypso

Set-up pricing configuration & pricing parameters

Some end-of-day processing/monitoring needed

**Skills**:
Must have

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 problemsolving 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

Nice to have

Experience with the following is a plus:
Experience working with a software vendor in a Business Analysis role or a functional back-office user role within the

insurance industry.

Expertise in the support and implementation of the Calypso Back-Office system primarily in post-trade processing areas of

Trade validation, Cross-Asset Accounting, Settlements, Reconciliations, Messages (SWIFT/Paper), Regulatory and Internal

reporting.

Knowledge and functional experience in support of one or more of the following Asset Classes:
a. Foreign Exchange (FX)

b. Fixed Income and Money Market (FI/MM)

c. Interest Rate Derivatives (IRD)

d. FX Derivatives (FXD)

e. Credit Derivatives

f. Equities and Equity Derivatives

g. Commodities and Commodity Derivatives.

simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data

providers.

Hands on experience massaging or analyzing data using tools such as Excel, SQL, or similar.

Additionally:
Ability to