Calypso Scripting

Position: Calypso Scripting

Experience: 5+ Years

Domain: Banking

Skillset: Calypso, Java, Multithreading, Fixed Income , Derivatives

Work Location: Dubai

Job Description:

· Extensive knowledge of a Calypso, architecture, APIs, modules and hands on experience front of back implementation of calypso including risk management system with ERS implementation of Limit and VaR

· 7- 10 years of experience implementing, configuring and maintaining calypso system for different asset class for Fixed Income ,

· Money market Interest rate,FX and credit derivatives and no linear derivatives.

Technical Skills

· Sound understanding of Calypso architecture and Hands on experience of APIs from latest version

· Strong hands on experience in java development [Jave 1.7/Higher] with key concepts like OOPS, Collection, Multithreading

· Knowledge on Oracle PLSQL and understanding of calypso data model

· Good Understanding of application server like Jboss and build tool -Gradle

· Hands on experience with integration pattern of Open API

· Understanding of network /server level interaction of calypso modules and troubleshooting expertise

· Calypso integration experience with trade and market data interface with Bloomberg SAPI,TOMS, Reuters feed, Deal tracker

Functional Skills:

· Experience in analysis and System Implementation with extensive experience in trading platforms

· Good understanding of Fixed income, FX derivative, Interest rate and Credit derivatives

· Fair understanding of Credit and Market risk ERS limit setup and Var Set up

· Good knowledge of Official P&l and accounting setup In calypso

· Good understanding of Curve and Market data setup in calypso

· Fair understanding of set up calypso work station and front office workstation

· Good understanding of calypso Back office operations like static data/messages/Transfers and settlements

· Good understanding of position configuration in calypso

· Have good knowledge on Integration patters such as Open API/ Open banking