Job description
Calypso - SSE
Experience
● Extensive knowledge of a Calypso, architecture, APIs, modules and hands on experience
front of back implementation of calypso including risk management system with ERS
implementation of Limit and VaR
● 7- 10 years of experience implementing, configuring and maintaining calypso system for
different asset class for Fixed Income ,
● Money market Interest rate, FX and credit derivatives and no linear derivatives.
Technical Skills
● Sound understanding of Calypso architecture and Hands on experience of APIs from latest
version [Minimum V15.2]
● Strong hands on experience in java development [Java 1.7/Higher] with key concepts like
OOPS, Collection, Multithreading
● Knowledge on Oracle PLSQL and understanding of calypso data model
● Good Understanding of application server like Jboss and build tool -Gradle
● Hands on experience with integration pattern of Open API
● Understanding of network /server level interaction of calypso modules and troubleshooting
expertise
● Calypso integration experience with trade and market data interface with Bloomberg
SAPI,TOMS,Reuters feed,Deal tracker
Functional Skills
● Experience in analysis and System Implementation with extensive experience in trading
platforms
● Good understanding of Fixed income,FX derivative, Interest rate and Credit derivatives
● Fair understanding of Credit and Market risk ERS limit setup and Var Set up
● Good knowledge of Official P&l and accounting setup In calypso
● Good understanding of Curve and Market data setup in calypso
● Fair understanding of set up calypso work station and front office workstation
● Good understanding of calypso Back office operations like static data/messages/Transfers
and settlements
● Good understanding of position configuration in calypso
● Have good knowledge on Integration patters such as Open API/ Open banking etc
Soft Skills
● Able to influence multiple teams on technical considerations, increasing their productivity
and effectiveness, by sharing deep knowledge and experience.
● Self-motivator and self-starter, Ability to own and drive things without supervision and
works collaboratively with the teams across the organization.
● Have excellent soft skills and interpersonal skills to interact and present the ideas to Senior
and Executive management
Key job details
About Virtusa
Teamwork, quality of life, professional and personal development: values that Virtusa is proud to embody. When you join us, you join a team of 27,000 people globally that cares about your growth — one that seeks to provide you with exciting projects, opportunities and work with state of the art technologies throughout your career with us.
Great minds, great potential: it all comes together at Virtusa. We value collaboration and the team environment of our company, and seek to provide great minds with a dynamic place to nurture new ideas and foster excellence.
Virtusa is an Equal Opportunity Employer. All applicants will receive fair and impartial treatment without regard to race, color, religion, sex, national origin, ancestry, age, legally protected physical or mental disability, protected veteran status, status in the U.S. uniformed services, sexual orientation, gender identity or expression, marital status, genetic information or on any other basis which is protected under applicable federal, state or local law.
Applicants may be required to attend interviews in person or by video conference. In addition, candidates may be required to present their current state or government-issued ID during each interview. All candidates must be authorized to work in the USA.
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