Manchester
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: • 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 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. 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