Overview
Configure Calypso trade capture, pricing environments, curves and pre-deal limit checks for FX, money market, fixed income and derivatives desks.
What you'll do
- Configure Calypso trade capture for the products in scope, including product definitions, Deal Station and the trade blotter
- Configure pricing environments, curves and market data so trades are valued consistently
- Set up front-office trade workflows and lifecycle events from booking through amendment and cancellation
- Support valuation, position and P&L views for traders and the desk
- Configure trading limits and pre-deal checks, including market conformity (off-market rate) checks, in line with the client's trading controls
- Turn desk requirements into functional specifications and tested Calypso configuration
- Resolve booking, pricing and limit issues with traders, Operations and Risk so changes flow cleanly downstream
What you bring
- Hands-on Calypso Front Office experience
- Trade capture and product configuration for one or more asset classes such as FX, money market, fixed income or derivatives
- Understanding of pricing, valuation and market data, including curves and quotes
- Understanding of the front-office trade lifecycle and workflows
- Working knowledge of trading limits and pre-deal checks
- Ability to translate trading requirements into Calypso configuration
- Experience working directly with traders and desk users
You don't need every item on this list. If most of it fits, send your CV.
Nice to have
- Real-time limit checking
- Middle Office exposure, including position and P&L views
- Structured products or derivatives pricing
- SQL for data investigation