Calypso Risk Business Analyst

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

Overview

We are looking for an experienced Calypso Risk Business Analyst to join a high-performing team supporting key risk and collateral initiatives. This role offers the opportunity for a Business Analyst with strong functional expertise in Calypso Risk who enjoys working in a complex financial market environment. The successful candidate will help deliver risk-focused solutions, collaborate with stakeholders to analyze business requirements, support system enhancements, and ensure successful implementation of business and technology initiatives. This role is based in Sweden, and candidates must be willing to relocate.

Responsibilities

• Gather, analyze and document business and functional requirements for Calypso Risk initiatives
• Work closely with business stakeholders and technical teams to deliver effective risk solutions
• Support the design, testing and implementation of enhancements within the Calypso platform
• Provide functional expertise across risk-related workstreams including Market Risk, Counterparty Credit Risk/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

Requirements

• 5+ years of experience as a Business Analyst on Calypso Risk projects
• Knowledge of the Calypso platform within a risk management environment including Market Risk, Counterparty Credit Risk/XVA and Collateral modules
• Familiarity with the Compliance/Limits module, static data configuration and market data/curve management
• Understanding of trade capture/booking modules, scenario/stress testing tools and reporting dashboards such as Calypso Intelligence
• Skills in stakeholder management and requirements gathering
• Strong analytical and problem-solving abilities
• Flexibility to relocate to Sweden
• Nice to have: Background in Collateral Management processes
• Exposure to Eurex
• Understanding of collateral workflows and post-trade processes within capital markets