Calypso Collateral Business Analyst Expert

6 days ago


Gurgaon, Haryana, India Luxoft Full time

Luxoft is a leading provider of innovative software development services and cutting-edge solutions.

Our ideal candidate for this position should have at least 8 years of experience in capital markets, with expertise in IRD and Fixed income derivatives. Additionally, they should possess strong knowledge of the collateral exposure calculation process, NCCD contracts, and end-to-end collateral management processes.

We are seeking an experienced professional to work on the Calypso collateral management module, focusing on setting up different types of margin call contracts (IM, VM, GMRA), collateral workflows, and working with ACADIA and LCH setups. The successful candidate will also be responsible for requirement analysis, effort estimation, solution design, configuration, and testing.

The salary for this position is estimated to be around $120,000 - $150,000 per year, depending on location and experience. Benefits may include health insurance, retirement plans, and opportunities for career growth and professional development.

Key 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
  • Support end-users during UAT and conduct training sessions on new changes
  • Familiarity with the Calypso database and application server

Requirements:

  • 8+ years of experience in capital markets area with good exposure to IRD and 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


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