• US Citizen

• Green Card

• EAD (OPT/CPT/GC/H4)

• H1B Work Permit

• Corp-Corp

• W2-Permanent

• W2-Contract

• Contract to Hire

• Consulting/Contract

• UG :- - Not Required

• PG :- - Not Required

• No of position :- ( 1 )

• Post :- 8th Nov 2023

Calypso Business Systems Analyst and SME –

1. General understating of Capital Market especially Derivative Pricing, Derivative Trade workflow, Modelling and valuation of Derivative Structures.

2. The primary focus is on Interest Rate Swap. Good understanding of Interest Rate Swap, Swaptions, Cap-Floors and other rates structures will be very helpful.

3. Experience in Calypso Configuration around : Pricing Environment, Pricer Configuration, Curves, Vol. Surfaces, and other market data elements in Calypso.

4. Configuration and validation of Trade Lifecycles in Calypso .

5. Configuration and validation of Markit wire (Bi-directional) in Calypso.

6. Configuration of interfaces ( Reuters, Bloomberg, MW etc.)

7. Back-office configuration and customization around transfers, Postings, SDIs, Confirmations, Messages.

8. Validation of Accounting rules.

9. Setting up Schedule task for FO/MO/BO purposes.

10. Knowledge of CATT tool will be an added advantage.