Description
Calypso V13 ERS & Limits - Business Analyst - Dubai
My Client are a worldwide consultancy and have a new opportunity for someone to join the Calypso practice in Dubai.
Looking for an experienced Calypso BA who has hands-on experience as a functional analyst in Calypso ERS & Limits' module implementation on Calypso.
This opportunity is to join a team of consultants working for a Dubai based client's Treasury operations and to work on a green-field ERS& Limits module' implementation on Calypso V13.
The role will also require the following -
- Manage communication with key stakeholders (ie 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.
- Designing and executing Unit testing, SIT and UAT and conduct training and validation workshops for IT and business users.
- 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.
Core skills-
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 ERS & Limits module including Historical VaR, Historical Simulation, Marginal VaR, Incremental VaR, Hypothetical P&L, Back Testing, Stress Testing and EOD risk Scheduled Tasks.
- Experience in Bloomberg Integration SAPI and Calypso Market data setup (yield curves, FX curves, volatility surfaces, quotes).
- Strong knowledge of HistSim and HistStress setup process within calypso.
- Working knowledge of LCH and CME market data and trade calypso mapping process.
- Good understanding of trading P&L and risk, and corresponding set up in Calypso.
Additional Info-
- Certifications such as FRM, PRM, CFA or equivalent are not essential but desirable for this role.
If you are a functionally strong Calypso consultant, seeking an exciting change in your current position, with the interest to travel then please register your profile with us today.
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As we receive such a high volume of applications every day, regretfully, we are only able to respond to successful candidates.