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Calypso Collateral BA

Delhi, India (Remote)

Calypso Collateral BA

1 Month ago • 8 Years +

About the job

2 skills required for this role

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agile-development

derivatives

Job Description

A large Australian bank is seeking a Senior Calypso Collateral BA for their offshore development center in Gurugram, India. The role involves working in Agile teams to develop Calypso application functionalities, interacting with teams across various locations, and resolving user queries. Responsibilities include collateral application development, liaising with business and operations users, understanding the project landscape (initially with the production support team), requirement analysis, effort estimation, solution design, configuration, testing, UAT support, and training. Strong domain knowledge of collateral exposure calculation, NCCD contracts, and end-to-end collateral management is crucial. Experience with collateral pricing, dispute management, monthly interest management, setting up margin call contracts (IM, VM, GMRA), and collateral workflows is required. Familiarity with ACADIA, LCH setup in Calypso, and basic knowledge of collateral cash, security, and triparty settlements are also necessary.

Must have:

8+ years capital markets experience (IRD, Fixed Income Derivatives)
3+ years Calypso collateral management module experience
Strong domain knowledge on Collateral exposure, NCCD, End-to-End collateral management
Experience in collateral pricing, dispute management, monthly interest management
Experience setting up margin call contracts (IM, VM, GMRA), Collateral workflows
Working experience on ACADIA, LCH setup in Calypso
Basic knowledge on collateral cash, security, and triparty settlements

Good to have:

Experience on Algo, Murex, FIS collateral management applications
Experience setting up Margin Call/Demand notice, Exposure statements
Experience with test automation

Project description

A large Australian bank has engaged us to build their Dev team to be based out of their Offshore development centre in Gurugram.
We require an experienced Senior Calypso Collateral BA. You will be responsible for collateral application and associated technical services.

Responsibilities

Work in Agile development teams to develop functionalities of the Calypso application

Interact and liaise with teams across various geographic locations

Interact with Business and Operations users and resolve their queries

Initially work with the Production support team to understand the project landscape

Skills

Must have

8+ years of experience in working in capital markets area with good exposure to IRD, Fixed income derivatives.

3 + years of experience in working with Calypso collateral management module.

Strong domain knowledge on Collateral exposure calculation, various aspects NCCD contracts, End to End collateral management process.

Experience in collateral pricing, dispute management, monthly interest management.

Experienced in setting up different types of margin call contracts (IM, VM, GMRA), Collateral workflows.

Working experience on ACADIA, LCH setup in calypso.

Basic knowledge on collateral cash, security, and triparty settlements.

Requirement Analysis of changes, effort estimation, solution design, config and testing

Supporting end users for UAT, conducting training sessions on new changes

Familiar with calypso data base, application server

Nice to have

Experience on other collateral management applications like Algo, Murex, FIS..etc

Experience in setting up Margin Call / Demand notice, Exposure statements.

Working with testing team on preparing test scenarios, supporting in test automation

Other

Languages

English: B2 Upper Intermediate

Seniority

Senior

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About The Company

Luxoft

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Luxoft, a DXC Technology Company (NYSE: DXC), is a digital strategy and software engineering firm providing bespoke technology solutions that drive business change for customers the world over. Acquired by U.S. company DXC Technology in 2019, Luxoft is a global operation in 44 cities and 21 countries with an international, agile workforce of nearly 18,000 people. It combines a unique blend of engineering excellence and deep industry expertise, helping over 425 global clients innovate in the areas of automotive, financial services, travel and hospitality, healthcare, life sciences, media and telecommunications.

DXC Technology is a leading Fortune 500 IT services company which helps global companies run their mission critical systems. Together, DXC and Luxoft offer a differentiated customer-value proposition for digital transformation by combining Luxoft’s front-end digital capabilities with DXC’s expertise in IT modernization and integration. Follow our profile for regular updates and insights into technology and business needs.