Calypso FO Pricing Business Analyst

1 month ago


Sydney, New South Wales, Australia Luxoft Full time
Job Description

We are seeking an experienced Calypso business analyst to join our team as a Pricing Business Analyst for Calypso Front Office. This role requires a strong understanding of Calypso Front Office, ERS, and FO Workstation modules, as well as experience in pricing and valuation of IRD, MM, and Credit derivatives.

Key Responsibilities
  • Deliver Calypso offering in the Asia Pacific region, covering FO and Quants functionalities like Pricing, Market Data, Risk Analysis, and Model Validation.
  • Work closely with trading desks for pricing-related requirements and issues, and with Quants team for model validations.
  • Configure, integrate, and test all major or minor changes within Calypso Front Office and trade interfaces like Markitwire.
  • Configure Front Office work station reports, Cash ladders, Product templates, OPL reports, and other related tasks.
  • Work within projects like Calypso upgrades, introducing new modules/products, and migration from legacy systems.
  • Run user workshops to understand and draw up business processes, understand current legacy implementations, and capture functional and technical business requirements.
  • Work closely with project teams, provide analysis, support, and assist with software releases and rollouts in the production environment according to Change Management best practices.
  • Develop an overall understanding of the business operating environment, business goals, and objectives for the prevailing period.
  • Demonstrate professional and ethical behavior in your actions by ensuring compliance with external legislation, bank standards, and internal operating policies and procedures.
Requirements
  • 5+ years of expert knowledge in Calypso Front Office, ERS, and FO Workstation modules.
  • Strong experience of pricing and valuation of IRD, MM, and Credit derivatives.
  • Experience of Interest derivatives product configuration, market data, and trade life cycle activities.
  • Strong hands-on experience in FO configuration around booking models, pricing env, pricer config, and Curve setup.
  • Good knowledge on configuring Official PL reports for IR products.
  • Experience in PL Varis.
  • Experienced in functional and technical requirements gathering/documentation.
  • Excellent financial markets knowledge of IRD products like Swap, Xccy, Swaption, and exotic products like range accruals, structured products.
  • Comfortable with planning execution of User Acceptance Testing.
  • Technically minded with some SQL/UNIX and FpML, XML knowledge.
Preferred Qualifications
  • Experience in other capital market platforms like Murex.
  • Good knowledge of FRTB Standards, VaR, ES.
  • Good knowledge in Fixed Income, Money market products.
  • Experience with working in LCH Swapclear, Markiwire, Trioptima.
  • FRM, CFA, or CQF certified.
  • Experience with Calypso versions from 13 and above.
Language and Seniority

English: C1 Advanced

Senior



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