Job Description

Project description

Luxoft has one of the world's leading Calypso practice.


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:


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

Skills

Must have


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 Other Required Skills:


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


Nice to have


Experience with the following is a plus:


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:


a. Foreign Exchange (FX)


b. Fixed Income and Money Market (FI/MM)


c. Interest Rate Derivatives (IRD)


d. FX Derivatives (FXD)


e. Credit Derivatives


f. Equities and Equity Derivatives


g. 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.


Additionally:


Ability to work under pressure in a fast-paced environment is essential.


Have a willingness to learn new skills


Must have attention to detail


Must have the ability to work independently and also as part of a group


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


Excellent attention to detail and accuracy

Other

Languages


English: C2 Proficient


Seniority


Senior



Remote United Kingdom, United Kingdom of Great Britain and Northern Ireland


Req. VR-118660


Calypso


BCM Industry


21/11/2025


Req. VR-118660