Luxoft Hiring for Calypso Front Office Support at Remote Full Time

Full Job Description
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 optionsKey liaison with Front Office user base and primary interface between Business and IT.
Skills

Must have
Prior experience providing front-office support on Calypso5+ Years of relevant Calypso Front Office or Market Risk experienceGood knowledge of Pricing and valuation of IRD, MM and Credit derivativesExperienced in dealing with Front Office, Risk and / or Product control stakeholders in both Markets and Treasury divisionsStrong 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..etcBasic 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 modulesWorking 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