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. Luxoft 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.
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
Mandatory Skills Description:
* 3+ years of experience working in Capital Markets and Calypso
* Front office - Equity derivatives knowledge ( Equity Swaps, Portfolio Swaps etc.) is a big plus.
* Good knowledge of Financial products cross assets
* Expertise with a front-to-back Calypso derivatives solution
* 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
Nice-to-Have Skills Description:
* 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.
* Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical
* 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.
* Ability to work under pressure in a fast-paced environment is essential.
* Have a willingness to learn new skills
* Must have attention to detail
* Must have the ability to work independently and also as part of a group
* Experience of Agile practices and processes (e.g. SCRUM, KANBAN)
* Any technical knowledge (Writing simple sql query, be able to read code )
* Conflict management ensuring collaborative outcomes
* Excellent attention to detail and accuracy