Calypso - Limit/Compliance, XVA, PFE e

Work set-up: 
Full Remote
Contract: 
Work from: 

Offer summary

Qualifications:

Strong understanding of Interest Rate Derivatives and OTC derivatives processes., Experience with Calypso platform versions 15 to 17., Proficient in documenting business requirements and conducting user interviews., Excellent communication skills..

Key responsibilities:

  • Configure Middle and Back Office derivatives processes in Calypso.
  • Manage risk, P&L, confirmations, settlements, and accounting tasks.
  • Integrate Calypso with market data vendors and service providers.
  • Conduct workshops to gather and document business requirements.

Resource Informatics Group, Inc logo
Resource Informatics Group, Inc SME https://www.rigusinc.com/
51 - 200 Employees
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Job description

Title: Calypso - Limit/Compliance, XVA, PFE etc.
Work location: remote
Client Name: Huntington Bank

Skills Description:

· Very good understanding of Interest Rate Derivatives and Front to Back business processes for OTC derivatives
· Experience in conducting user interviews, workshops and documenting business requirements
· Experience on Calypso platform (v15 to v17)
· Experience with configuring Middle and Back Office derivatives processes in Calypso for Interest Rate Derivatives
· Risk / P&L
· Confirmations
· Settlements
· Accounting (including Hedge Accounting)
· Collateral Management
· Experience with integrating Calypso with Market data vendors and other service providers such as MarkitWire, TriOptima etc.
· Very good communication skills

Required profile

Experience

Spoken language(s):
English
Check out the description to know which languages are mandatory.

Other Skills

  • Communication

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