#3433 | 2014-02-07 Kbh, Denmark

Calypso - Second BA profile (Front/Middle Office)

We are looking for Calypso BA profile for the following role:

General qualifications
  • General understanding of fixed income products, especially bond, repo and futures
  • Good understanding of business processes in FO and MO
  • General understanding of Calypso infrastructure
  • Experience with SQL will be an advantage

Experience with Calypso functionalities:

Calypso Workstation:
  • Configuration and usage of CWS reports, in particular Pricing and CAPL reports
CS, PS and MDS:
  • Configuration of CS, PS and MDS
Deal capture:
  • Deal capture functionalities for fixed income products (including Pricing Sheet)

Trade Blotter:
  • Usage and configuration of Trade Blotter functionality

Price feed:
  • Configuration of price feed

P/L:
  • Good understanding of PL calculations including and possibly ability to break up PL in underlying elements

Positions:
  • Position management including understanding of liquidation principles

Pricer measures:
Creation of custom pricer measures for MV and PL calculations

Language skills: Danish or english.

Start: 17. februar
Varighed: Slutningen af maj
Arbejdssted: Kbh
Krav: Min. fem års professionel IT-erhvervserfaring.

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