Project Description : 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 Calypso instance.Responsibilities : - Address and respond to production support issues and trouble shoot issues arising from day-to-day activities Calypso instance- Provide support to FO and MO users on Calypso- Configure, updated, optimize functional set up in Calypso- Execute (where required) SOD / EOD Scheduled Tasks- Develop necessary functional solutions for Calypso instance as per requirements (if required)- Monitor if market quotes fail to update Calypso system error messages- Monitor feed & security definitions download, if reprocessing of trades needed or reprocessing of events- Ensures supporting documents are complete, current, and appropriately stored- Works closely with relevant business and technology stakeholders to ensure effective and efficient implementation of the project(s)- Submits status reports to stakeholders; coordinates and provides updates to steering committees- Collaboration with key functional or business stakeholders to achieve clear outcomes / deliverables in relation to the strategic and transformational book of work- Manage deliverables ensuring transparency of risks, issues and dependencies that are fully aligned to functional / business ownersYou might be acting also as a business analyst as well in order to help the team gathering and writing requirements, acceptance criteria.A Sampling of Tasks Expected to be Performed : 1.
Configuring Standard & Custom Interfaces within Calypso2.
Setting up Quote Feeds from Bloomberg3.
Set-up Holiday Calendar feed4.
Set-up Interest Rate Curves & other market data5.
Set-up Dividend Curves for Custom Index6.
Set-up Equity Volatility Surface feeds7.
Translate Historical Volatility of Volatility-controlled indexes to a Volatility Surface to be used in Calypso8.
Set-up pricing configuration & pricing parameters9.
Some end-of-day processing / monitoring neededSkills Description :
Preferably with an insuranceindustry focus.Other Required Skills : - Ability to work with little supervision, be a fast learner, self-motivated, team player, and collaborator with strong problem-solvingskills.
Functional • Estância Velha, Rio Grande do Sul, Brasil