Calypso Techno-Functional Consultant

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 build-out projects for a greenfield Calypso instance.

Salary for New York - $95,000 - $200,000 dependent on knowledge and experience.

Salary for other locations dependent on market standards, knowledge, and experience.

Responsibilities

1. Establish a comprehensive approach to defining, setting up, or troubleshooting issues on a greenfield Calypso instance.
2. Manage Bloomberg AIM feed, including trades feed and security definitions download, reprocessing trades or events as needed.
3. Create and monitor SOD/EOD scheduled tasks; troubleshoot failures.
4. Configure and schedule Calypso reports, including custom reports not out-of-the-box.
5. Handle FTP transfers of MSFTA files from Guardian to Calypso and troubleshoot load or generation failures.
6. Manage files sent to SFTP for reconciliation and grid mapping, troubleshoot missing files or process failures.

Address SWIFT connection issues, monitor market quote updates, and troubleshoot related errors.

1. Assist with onboarding new accounts, books, or brokers by updating internal configurations, scheduled tasks, filters, and transfers.
2. Develop technical solutions for Calypso on the cloud as per requirements.
3. Create and deliver projects and tasks, adapting to changing needs.
4. Establish methodologies and best practices for Calypso technical requirements.
5. Ensure documentation is complete, current, and properly stored.
6. Collaborate with business and technology stakeholders for effective project implementation.
7. Provide status reports and updates to stakeholders and steering committees.
8. Work with key stakeholders to achieve clear outcomes aligned with strategic objectives.
9. Manage deliverables, risks, issues, and dependencies transparently.

You may also act as a business analyst to gather and write requirements and acceptance criteria.

Sample Tasks:

1. Configure standard and custom interfaces within Calypso.
2. Set up quote feeds from Bloomberg.
3. Configure holiday calendar feeds.
4. Set up interest rate curves and other market data.
5. Set up equity volatility surface feeds.
6. Translate historical volatility data into volatility surfaces for Calypso.
7. Perform end-of-day processing and monitoring.

Skills and Experience:

• 3+ years experience in Capital Markets and Calypso.
• Strong knowledge of financial products across assets.
• Expertise with front-to-back Calypso derivatives solutions, including accounting, preferably with insurance industry focus.

Other Required Skills:

• Ability to work independently, quickly learn, be self-motivated, and collaborate effectively.
• Resourcefulness and initiative.
• Excellent communication skills, both oral and written.
• Ability to train stakeholders.
• Proven track record in implementation and migration projects.
• Experience with Calypso integrations and reporting.
• Knowledge of trade flow, trading systems, valuation, and risk management.
• Strong analytical, planning, and problem-solving skills.
• Comfortable communicating with technical and business teams.
• Excellent organizational and multitasking abilities.
• Experience working in collaborative, dynamic environments.