56709-1 - Senior Calypso Technical and Business Consultant to join the banking client
Position Title: Senior Calypso Technical and Business Consultant
Line of Business: Liquid Product Technology
Est. Start Date: 23rd Oct
Length of Contract: 6 Months with possible extension
Location: Hybrid (DT Toronto)
---------------------------------------------------------------------------------------------------------------------------
Role Responsibilities (including, but not limited to):
• Lead and manage the LIBOR to IBOR transition project within the Front Office
• Define and test the process for migrating existing LIBOR-based trades and to RFR
• Validation of valuations, PnL, risk and resolving any related issues for various financial products
• Setting up / updating pricing environment, PnL configs and risk configurations as per business requirements
• Participate in Calypso upgrade activities including – validation of reports, trade workflows, valuations, PnL, setting up new Marks and reports
• Setting up new task station
• Work closely with front office and back-office users to walk them through the new processes and many differences and help facilitating UAT activities
• Explaining requirements with back-office to get things done
Must-Have Skills
• 5+ years of hardcore Calypso experience
• Strong communication skills