Calypso Risk BA: Drive Market & Collateral Solutions

EPAM Systems; Sweden; On-site; SEK 900,000 - 1,200,000; Full time

Job summary

EPAM Systems is seeking an experienced Calypso Risk Business Analyst to support key risk and collateral initiatives in a complex financial market environment. You will gather and analyze business requirements, work with stakeholders and technical teams, and ensure successful implementation of Calypso risk solutions.

The role focuses on Calypso Risk modules, including Market Risk, Counterparty Credit Risk/XVA and Collateral, with emphasis on compliance, data configuration and reporting

Qualifications

• 5+ years of BA experience on Calypso Risk projects.
• Knowledge of Calypso risk modules: Market Risk, CCR/XVA and Collateral.
• Familiar with Compliance/Limits, static data config and market data management.
• Understanding of trade capture, scenario testing and reporting dashboards like Calypso Intelligence.
• Strong stakeholder management and requirements gathering skills.
• Excellent analytical and problem-solving abilities.
• Willingness to relocate to Sweden.
• Nice to have: Collateral Management experience and Eurex exposure.

Responsibilities

• Gather, analyze and document business and functional requirements for Calypso Risk initiatives.
• Collaborate with business stakeholders and tech teams to deliver risk solutions.
• Support design, testing and implementation of Calypso enhancements.
• Provide functional expertise across Market Risk, CCR/XVA and Collateral workflows.
• Align solutions with business objectives and regulatory requirements.
• Contribute to credit limit monitoring, exposure aggregation and breach reporting.
• Assist with clearing/novation workflows for derivatives.
• Participate in regulatory and capital reporting activities including backtesting submissions.

Skills

Calypso Risk

Stakeholder management

Requirements gathering

Analytical skills

Problem-solving

Relocation to Sweden

Tools

Calypso Platform

Calypso Intelligence

Job description

EPAM Systems is seeking an experienced Calypso Risk Business Analyst to support key risk and collateral initiatives in a complex financial market environment. You will gather and analyze business requirements, work with stakeholders and technical teams, and ensure successful implementation of Calypso risk solutions.

The role focuses on Calypso Risk modules, including Market Risk, Counterparty Credit Risk/XVA and Collateral, with emphasis on compliance, data configuration and reporting