New York
About us
Calypso Technology, Inc. is a cloud-enabled provider of cross-asset front-to-back solutions for financial markets with over 35,000 users in 60+ countries. With a rich legacy of innovation and 20 years of experience, its award-winning software improves reliability, adaptability, and scalability across several verticals, including capital markets, investment management, central banking, clearing, treasury, and collateral management.
Calypso’s success is founded on our values of accountability, transparency, and people.
Division summary
Customer Success contributes to our efforts to enhance and transform the Calypso customer experience via a client-centric approach (building and maintaining relationships, proactively identifying potential crises that may detrimental to the user experience, meeting and exceeding client expectations). Thus, helping to differentiate Calypso and contributing to the growth of our business. Customer Success is composed of several organizations (Customer Delivery, Cloud Services, Calypso Learning Services, Customer Support, and Customer Success Management) that manage the customer’s journey at Calypso.
Team and Role overview
Our well-established team is charged with providing expert customer delivery to our major clients in the wider America region. The team is comprised of functional and technical experts covering front, middle and back office. Calypso Technology is seeking a Back Office Consultant with relevant work experience in the capital markets or at a financial software company.
What you will be doing
Work directly with customers to gather, scope, and understand business requirements, and influence them towards Calypso’s best practice solutions.
Work hands-on to design, configure, and test the system to ensure that it meets the business requirements wherever there is a deviation from Calypso’s out of the box solution.
Follow up with the Client’s end-users to validate the solution delivered, achieve signoff, and continue to support various phases such as SIT, UAT, Migration activities, and move the system toward go-live.
Identify and raise approved core product gaps and follow up through Calypso’s internal process until delivery. During the development of enhancements, the Consultant will work with the Calypso Product team or Project technical team to iteratively test enhancements to ensure they will meet business requirements. Finally, the Consultant will assist in deployment and validation by the Client.
Responsible for training users on basic use of the system, new functionality.
What we are looking for
Experience working with a software vendor in a Business Analysis role or as a functional Front office user within the capital markets industry.
Experience writing functional and business specifications with the ability to map conceptual financial and business elements to practical system capabilities.
Expertise in the support and/or implementation of Front Office Requirements: detailed hands‐on knowledge about industry-standard
Strong knowledge and functional experience in implementation or support of two 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.
Expertise in Pricing and Valuation of linear and optionality based financial instruments is needed. Experience of P&L computation and P&L explanation is important.
Knowledge of trading conventions, Curve bootstrapping and interpolation mechanisms, Volatility stripping and interpolations ( SVI, SABR etc) is appreciated. Knowledge of pricing algorithms like ( Black -Scholes, Binomial Trees, Finite difference methods, Local vol) along with greeks is a plus.
Candidate with experience in Market Risk area with knowledge of VaR ( Parametric, Monte Carlo, Historical simulation), Back Testing, Stress testing, Sensitivities and Scenario analysis will be considered. Knowledge about market data providers is a plus.
Candidate with experience in Counterparty Credit Risk, Counterparty Limits, SIMM, PFE and CVA will also be highly valued.
Willingness and ability to travel frequently (up to 75%), as required.
Our office
Calypso New York office is located in beautiful Park Avenue and just a block away from world-famous landmark and transportation hub Grand Central Station. It is easily accessible via subway, bus or walk from Penn Station. It is a modern office with lovely view of the Empire State Building, Grand Central, Park Avenue and a short walk to United Nations and the East River. New York office has a friendly and diverse environment with people from all over the world.
Why Apply
At Calypso, we are always looking for passionate individuals who will use their professional skills and experience to work side by side with clients in addressing their complex business and regulatory challenges and help develop and deliver products that drive value. If this sounds like you, we’re looking forward to your application.
Calypso Technology is an equal opportunity employer (EOE) and strongly supports diversity in the workforce.
Apply Now
To help us track our recruitment effort, please indicate your email/cover letter where (vacanciesingreece.com) you saw this job posting.