Calypso Risk BA: Lead Market & Collateral Solutions

EPAM; Stockholms kommun; On-site; SEK 700,000 - 950,000; Full time

Job summary

EPAM is seeking an experienced Calypso Risk Business Analyst to join our risk and collateral initiatives in Sweden. You will gather and document business requirements, collaborate with stakeholders and tech teams, and support Calypso risk enhancements across Market Risk, CCR/XVA and Collateral modules.

The role demands 5+ years BA experience on Calypso Risk projects, strong analytical and communication skills, and willingness to relocate to Sweden.

Qualifications

• 5+ years of experience as a Business Analyst on Calypso Risk projects.
• Knowledge of Calypso Risk modules (Market Risk, CCR/XVA, Collateral).
• Familiarity with Compliance/Limits, static data configuration and market data configuration.
• Understanding of trade capture/booking and scenario testing tools and Calypso dashboards.
• Strong stakeholder management and requirements gathering skills.
• Willingness to relocate to Sweden.

Responsibilities

• Gather, analyze and document business and functional requirements for Calypso Risk initiatives.
• Work closely with business stakeholders and technical teams to deliver risk solutions.
• Support the design, testing and implementation of enhancements within the Calypso platform.
• Provide functional expertise across risk-related workstreams including Market Risk, CCR/XVA and Collateral Management.
• Collaborate with project teams to align solutions with business objectives and regulatory requirements.
• Contribute to credit limit and compliance monitoring including exposure aggregation and breach reporting.
• Assist with clearing and novation workflows for cleared OTC and listed derivatives.
• Participate in regulatory and capital reporting activities including backtesting submissions.

Skills

Calypso Risk

Stakeholder management

Requirements gathering

Analytical thinking

Risk management

Problem solving

Tools

Calypso Platform

Calypso Intelligence

Market data management

Job description

EPAM is seeking an experienced Calypso Risk Business Analyst to join our risk and collateral initiatives in Sweden. You will gather and document business requirements, collaborate with stakeholders and tech teams, and support Calypso risk enhancements across Market Risk, CCR/XVA and Collateral modules.

The role demands 5+ years BA experience on Calypso Risk projects, strong analytical and communication skills, and willingness to relocate to Sweden.