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Calypso Product Engineer

Virtusa
2 days ago
Full-time
On-site
Dubai, United Arab Emirates
Data Science

Experience

  • Extensive knowledge of a Calypso, architecture, APIs, modules and hands on experience  front to 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