Luxoft · 3 weeks ago
Calypso Developer (Calypso is a must)
Philadelphia, PA
Full-time
Hybrid
Mid Level
3+ years expLuxoft is a top-tier Calypso Partner and a market leader in implementation, integration, upgrade, and migration. The Calypso Developer will be responsible for providing production support, configuring and optimizing the Calypso system, and collaborating with business and technology stakeholders to ensure effective project implementation.
AutomotiveConsultingInformation ServicesInformation TechnologyOutsourcingService IndustrySoftware
Hiring Manager
Andrea Zendejas
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
Configuring Standard & Custom Interfaces within Calypso
Setting up Quote Feeds from Bloomberg
Set-up Holiday Calendar feed
Set-up Interest Rate Curves & other market data
Set-up Dividend Curves for Custom Index
Set-up Equity Volatility Surface feeds
Translate Historical Volatility of Volatility-controlled indexes to a Volatility Surface to be used in Calypso
Set-up pricing configuration & pricing parameters
Some end-of-day processing/monitoring needed
Qualification
Required
3+ years of experience working in Capital Markets and Calypso
Front office - Equity derivatives knowledge (Equity Swaps, Portfolio Swaps etc.) is a big plus
Good knowledge of Financial products cross assets
Expertise with a front-to-back Calypso derivatives solution
Ability to work with little supervision, be a fast learner, self-motivated, team player, and collaborator with strong problem solving skills
Must be resourceful and demonstrate initiative in getting the job done
Good oral and written communication skills are essential
Ability to train and transfer knowledge to Guardian's business and technology stakeholders
Proven track record of delivery of implementation / migration projects
Proven experience in the development of Calypso integrations, reporting, and other technical aspects
Experience of adherence to governance frameworks / implementation and handover to BAU
Comprehensive knowledge of trade flow, trading systems and related concepts and technology, including valuation and client/market risk management
Leadership skills
Excellent analytical skills, understanding of project life cycles, and ability to act in an entrepreneurial manner to ensure the requirements from the business are gathered in the appropriate manner
Proven analytical, planning, problem solving and decision-making skills
Comfortable with direct communication with all levels of technical and business resources
Excellent organizational and time management skills with the ability to handle multiple tasks simultaneously
Experience with working in a highly collaborative and dynamic multi-team environment
Preferred
Experience working with a software vendor in a Business Analysis role or a functional back-office user role within the insurance industry
Expertise in the support and implementation of the Calypso Back-Office system primarily in post-trade processing areas of Trade validation, Cross-Asset Accounting, Settlements, Reconciliations, Messages (SWIFT/Paper), Regulatory and Internal reporting
Knowledge and functional experience in support of one or more of the following Asset Classes: Foreign Exchange (FX), Fixed Income and Money Market (FI/MM), Interest Rate Derivatives (IRD), FX Derivatives (FXD), Credit Derivatives, Equities and Equity Derivatives, Commodities and Commodity Derivatives
Candidates with experience in the Market Risk area with knowledge of FRTB, VaR (Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge of market data providers
Hands on experience massaging or analyzing data using tools such as Excel, SQL, or similar
Ability to work under pressure in a fast-paced environment is essential
Have a willingness to learn new skills
Experience of Agile practices and processes (e.g. SCRUM, KANBAN)
Any technical knowledge (Writing simple sql query, be able to read code)
Conflict management ensuring collaborative outcomes
Company
Luxoft
Luxoft is an IT company that works globally to give customers software development, product engineering, and consulting.
10001+ employees
H1B Sponsorship
Luxoft has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (37)
2024 (31)
2023 (34)
2022 (34)
2021 (28)
2020 (26)
Funding
Current Stage
Public CompanyTotal Funding
$102.4MKey Investors
VTB Capital Investment Management
2019-01-07Acquired
2013-12-13Post Ipo Equity· $42.4M
2013-06-26IPO
Leadership Team
James Hopson
CTO Mobile and Network Solutions
Recent News
2025-01-06
Company data provided by crunchbase