Calypso Test Analyst

3 days ago

Sydney, Australia FD Technologies Full time

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.
- 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.

Working for First Derivative:
At FD, you will embark upon a career with life-long learning at its core, facilitating rapid professional and personal development and the opportunity to design your own path. We support a variety of external training courses and accreditations and are truly passionate about our Mentor Program, through which our senior colleagues generously set aside personal time to coach and support others in their career progression.

We are delighted to have several active internal networks, social committees, and charity initiatives, designed with the intention of meeting the holistic needs of our employees and giving back to our communities.

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