Description
CALYPSO CONSULTANT
Global Bank
City Centre location
Long term contract possibilities
Company
The Calypso Consultant will be part of an exciting and growing team with a strong possibility for contract extension.
Roles and Responsibilities:
* The daily valuation of Client held derivatives portfolios in Calypso
* Production of daily validation procedures ensuring the consistency of Calypso sourced derivatives valuations
* Production of market data reviews and exceptions within Calypso
* New instrument integration, market data requirements and valuation testing within Calypso
* Pricing environment configuration and market data setup, such as yield curves and volatility surfaces
* Support of internal and external valuation queries relating to Calypso
Skills required:
* 6-7 years professional experience in the valuation of derivatives using Calypso Technologies Inc. software.
* Very High degree of numerical and analytical ability
* Ability to work to deadlines
* Ability to act independently
Note: Only candidates who have full working rights in Ireland will be considered for this role.
If the above role if for you please click on the apply button or contact Alan. Look forward to receiving your application