Project DescriptionWe are currently working with one of the top 4 Australian banks, who are currently using Calypso V161 as a front to back office system for Fixed income and IR derivatives businessYou will be a FO Support Analyst focusing on IRD, Money Market and Credit Derivatives working directly with sales and trading users on the client tradefloor in SydneyResponsibilities Be responsible for supporting front-office users including advising on workarounds, managing defects, small change, .
Working with project and change teams to improve system functionality in line with user expectations Be responsible for understanding the business needs, identifying business solutions and validating the pros and cons of technical solution options.
Key liaison with Front Office user base and primary interface between Business and ITSkillsMust have Prior experience providing front-office support on Calypso 5+ Years of relevant Calypso Front Office or Market Risk experience Good knowledge of Pricing and valuation of IRD, MM and Credit derivatives.
Experienced in dealing with Front Office, Risk and / or Product control stakeholders in both Markets and Treasury divisions Strong hands-on experience in FO configuration around booking models, pricing env, pricer config, etc Experience in setting up Rate Index, Curve setup, market data , market conventions like Day counts, roll conventions etc.
Good knowledge of calypso pricer measures for IRS, Swaption, CDSetc Basic knowledge of PLVaR and Official PL reports.
Experience in User Groups / Access Rights, Reporting