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 additional build-out (projects) for a greenfield Calypso instance.

Salary: For New York - $95,000-$200,000 depending on knowledge and experience. For other locations, salary depends on market standards, knowledge, and experience.

Responsibilities

• Establish a comprehensive and integrated approach to defining, setting up, or troubleshooting issues arising from day-to-day activities on a greenfield Calypso instance.
• Manage Bloomberg AIM feed - trades feed & security definitions download, reprocessing of trades or events if needed.
• Create and monitor SOD/EOD Scheduled Tasks; troubleshoot failures.
• Configure Calypso reports scheduled via scheduled tasks, including custom reports.
• Handle FTP transfer of MSFTA files from Guardian to Calypso; troubleshoot load or generation failures.
• Manage files sent to SFTP for Recon and Grid Mapper; troubleshoot missing files or process failures.

Address SWIFT connection issues as needed.

• Monitor market quote updates, troubleshoot error messages, exceptions, and background configurations for new accounts, books, brokers, or transfers.
• Develop technical solutions for Calypso on the cloud as per requirements.
• Create and deliver projects/tasks, revising as needed.
• Establish methodologies and best practices for Calypso technical requirements.
• Ensure supporting documents are complete, current, and stored properly.
• Collaborate with business and technology stakeholders for effective implementation.
• Provide status reports and updates to stakeholders and steering committees.
• Work with key stakeholders to achieve clear outcomes related to strategic projects.
• Manage deliverables, risks, issues, and dependencies, ensuring alignment with business owners.

Additional role as a business analyst may be required for requirements gathering and documentation.

Sample Tasks:

1. Configure standard & custom interfaces within Calypso.
2. Set up Quote Feeds from Bloomberg.
3. Configure Holiday Calendar feeds.
4. Set up Interest Rate Curves & 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 & Experience:

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

Other Required Skills:

• Ability to work independently, learn quickly, be self-motivated, and collaborate effectively.
• Resourcefulness and initiative in task completion.
• Strong communication skills, both oral and written.
• Ability to train and transfer knowledge to stakeholders.
• Proven track record in implementation/migration projects.
• Experience with Calypso integrations, reporting, and technical development.
• Knowledge of governance frameworks, implementation, and handover processes.
• Deep understanding of trade flow, trading systems, valuation, and risk management concepts.
• Excellent analytical, planning, problem-solving, and decision-making skills.
• Comfortable communicating with technical and business teams at all levels.
• Strong organizational and multitasking skills.
• Experience working in collaborative, dynamic environments.