Luxoft is a global leader in high-end software development.
Luxoft is looking for talents with a passion for technology & ready to create original solutions. Once on board, you are invited to expand your knowledge & skills, offering you a continuous learning experience helping you stretch your potential.
So if you’re enthusiastic by the idea of accessing cutting edge technology & innovation to make an impact, why don't you join us?
As a Calypso functional analyst your main duties will be to analyse and understand the functional requirements of our client implementing Calypso.
Main duties of the role:
Manage communication with key stakeholders (i.e. Treasury, Finance & Business) to gather business requirements, key expectations, and sign-off parameters.
Analysis, configuration and testing of requirements into to core calypso configurations requiring minimum customization.
Preparation of high quality presentations and project documentations ranging from BRD, Functional Design, Process Design, Project Planning and reporting documents etc. for a diverse set of audience.
Advising on market best practice and assist business in pricing and risk modelling and validations, if necessary.
Design and implementation of EoD processes and report extracts.
Design and implementation of Credit Risk and Market Risk rules and Limits.
Designing and executing Unit testing, SIT and UAT and conduct training and validation workshops for IT and business users.
Client focus: understands clients’ businesses; identifies and understands the needs and objectives of clients, both on an individual and corporate basis; builds strong relationships to aid Excelian’s aim of being a trusted partner to the clients.
Innovation and change: recognizes and responds positively to the need for change; creates and harnesses ideas and opportunities to achieve Excelian’s vision.
Communication skills: expresses ideas effectively, both verbally and in writing; adjusts language, terminology and non-verbal communication as appropriate.
Teamwork: works effectively with others; helps to build strong teams and networks.
Personal leadership: realistically identifies own skills, experience, knowledge and other personal attributes; displays confidence and resilience.
Results driven: knows how to get the work done most effectively; delivers a high quality service.
Planning and organising: identifies and meets milestones; understands and articulates deliverables; assesses and mitigates risks; sticks to the scope of work and manages any changes.
Analytical decision-making: identifies and solves problems using insight and experience to make good decisions; gathers relevant information, identifying important issues and drawing conclusions.
Interpersonal skills: develops and uses a wide range of strategies to influence and persuade others; gains acceptance and commitment from others.
Business Skills:
Asset Classes - FX, MM & Derivatives domain knowledge and associated pricing and risk methodologies.
Products: modelling, pricing, risk metrics calculation etc.
Understanding of Credit / Market Risk Management.
Understanding of market standard Regulatory landscape including clearing & collateral.
Calypso Skills –
Strong front to back configuration and implementation experience in Calypso including;
Historical VaR, Historical Simulation, Marginal VaR, Incremental VaR, Hypothetical P&L, Back Testing, Stress Testing and EOD risk Scheduled Tasks.
Experience in Calypso Market data setup (yield curves, FX curves, volatility surfaces, quotes).
Good understanding of trading P&L and risk, and corresponding set up in Calypso.
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