Calypso Developer

Job description / Role

Job Type
Full Time

Job Location
Dubai, UAE

Nationality
Any Nationality

Salary
Not Specified

Gender
Not Specified

Arabic Fluency
Not Specified

Job Function
Finance, Business Analysis & Consulting

Company Industry
Finance, Investment & Asset Management

Description

Experience

• Extensive knowledge of 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.
• 5+ years of experience implementing, configuring and maintaining Calypso system for different asset classes for fixed income.
• Experience with money market, interest rate, FX and credit derivatives and non-linear derivatives.

Requirements

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 or higher) with key concepts like OOPS, collection, multithreading.
• Knowledge of Oracle PLSQL and understanding of Calypso data model.
• Good understanding of application servers 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 derivatives, interest rate and credit derivatives.
• Fair understanding of credit and market risk ERS limit setup and VaR setup.
• Good knowledge of official P&L and accounting setup in Calypso.
• Good understanding of curve and market data setup in Calypso.
• Fair understanding of setup Calypso workstation 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.
• Good knowledge on integration patterns such as Open API and Open Banking.