Calypso Functional FO-MO

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 owners

You 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 Calypso

2. Setting up Quote Feeds from Bloomberg

3. Set-up Holiday Calendar feed

4. Set-up Interest Rate Curves & other market data

5. Set-up Dividend Curves for Custom Index

6. Set-up Equity Volatility Surface feeds

7. Translate Historical Volatility of Volatility-controlled indexes to a Volatility Surface to be used in Calypso

8. Set-up pricing configuration & pricing parameters

9. Some end-of-day processing / monitoring needed

Skills Description :

industry focus.

Other Required Skills :

skills.