Calypso Front Office Consultant

Calypso Front-Office Consultant

Required Skills & Experience

• 5–10 years of experience in Capital Markets IT with at least 3+ years of hands-on Calypso Front-Office implementation.
• Strong knowledge of front-office trade capture, pricing, and risk management across multiple asset classes.
• Expertise in configuring Calypso trade workflows, product templates, and market data setup.
• Good understanding of financial instruments: swaps, options, futures, bonds, FX, and structured products.
• Experience with Calypso APIs (Java), Data Model, and Calypso architecture.
• Solid understanding of market conventions, pricing models (Black-Scholes, Hull-White, SABR, etc.), and valuation methodologies.
• Familiarity with integration of Calypso with upstream/downstream systems (market data, risk, settlement, accounting).
• Strong analytical, problem-solving, and communication skills.
• Ability to work in a global delivery model with onsite/offshore collaboration.
  

Nice-to-Have Skills

• Exposure to risk and regulatory initiatives (FRTB, XVAs, collateral management).
• Knowledge of DevOps/CI-CD pipelines for Calypso deployments.
• Experience with other capital markets platforms (Murex, Summit, Sophis, etc.).
• Understanding of cloud deployment models and microservices architecture.
  

Key Responsibilities

• Work with business stakeholders (Front Office, Risk, and Middle Office) to gather requirements and design Calypso solutions.
• Configure and customize Calypso Front-Office modules, including trade capture, pricing, position management, and P&L reporting.
• Support implementation and integration of Calypso for various asset classes (Rates, Credit, FX, Equities, Commodities).
• Define and configure pricing models, yield curves, market data feeds, and valuation engines.
• Collaborate with developers to extend Calypso functionality using Java APIs and custom plug-ins.
• Support UAT (User Acceptance Testing), regression testing, and production go-live activities.
• Troubleshoot front-office issues including pricing discrepancies, trade booking errors, and market data integration problems.
• Provide knowledge transfer, training, and best practices to internal teams and client stakeholders.
  

Education

• Bachelor’s or master’s in finance, computer science, engineering, or related field.
• Professional certifications (FRM, CFA, or similar) are a plus.