Calypso Techno-Functional Consultant

Project Description: Luxoft has one of the world's leading Calypso practices. We are a top-tier Calypso Partner and a market leader in implementation, integration, upgrade, and migration. We 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 a greenfield Calypso instance. Responsibilities: - Establish a comprehensive and integrated approach to defining, setting up, or trouble shooting issues arising from day-to-day activities on greenfield Calypso instance - Bloomberg AIM feed - trades feed & security definitions download, if reprocessing of trades needed or reprocessing of events - SOD/ EOD Scheduled Tasks - Create and monitor them. If failed, need to troubleshoot. - Calypso reports will be scheduled via scheduled task. Configure the reports that are not out of the box. - MSFTA files will be FTP'd from Guardian to Calypso - if they failed to load or generate - Files that are sent to SFTP for Recon and Grid Mapper -if there's a missing file or a process failed; need to troubleshoot the root cause SWIFT connection related issues - if the messages are not coming in or going out, need to troubleshoot - Monitor if market quotes fail to update nightly Calypso system error messages, exception window - how to troubleshoot If a new account needs to be added, book or broker - what are the new background configurations that are required, or which ones need to be updated: internal configurations; scheduled tasks; filters; transfers (ex: there are ETD transfers; clearing transfers) • Develop necessary technical solutions for Calypso instance on the cloud as per requirements • Create and deliver assigned projects / tasks and revise as appropriate to meet changing needs and requirements • Competent in managing and establishing methodology and best practice for Calypso technical requirements • 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. A 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 Skills Description: • 3 years of experience working in Capital Markets and Calypso • Good knowledge of Financial products cross assets - Expertise with a front-to-back Calypso derivatives solution, including accounting, is a must. Preferably with an insurance industry focus. Other Required Skills: - 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

Location: Canada, CA

Posted Date: 3/13/2025