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Calypso Business Analyst - Collateral
Luxoft
Sydney, AUS
Full-time
Mid · 5+ years experience
Onsite
Discovered Today
• 10+ Years in Capital markets with 5+ years hands-on experience with Calypso preferable on migration of Collateral including contracts, static/reference data and Cash / Security positions. • Strong understanding of collateral management implementation for a Central Clearing Party (CCP). • Experience configuring Calypso collateral agreements (IM/VM, GMRA), haircut/threshold/MTA parameters and eligible collateral schedules. • Proven prior data-migration experience — migrating trade/collateral data into Calypso, including loading as "Collateral Exposure" trades. • Strong data analysis skills with SQL for extraction, reconciliation and data-quality validation. • Experience in source-to-target mapping, transformation rules and defining data-quality rules. • Understanding of margin call contract setup, pricing and collateral/security and cash allocations. • Experience designing migration approach, run books, controls and success criteria. • Cutover and validation experience — dress rehearsals, cutover execution and post-migration reconciliation. • Ability to own migration sequencing decisions and coordinate across business and technology stakeholders. • Strong analytical skills and clear communication with business and technology teams.
Key Skills for This Role
• 10+ Years in Capital markets with 5+ years hands-on experience with Calypso preferable on migration of Collateral including contracts, static/reference data and Cash / Security positions. • Strong understanding of collateral management implementation for a Central Clearing Party (CCP). • Experience configuring Calypso collateral agreements (IM/VM, GMRA), haircut/threshold/MTA parameters and eligible collateral schedules. • Proven prior data-migration experience — migrating trade/collateral data into Calypso, including loading as "Collateral Exposure" trades. • Strong data analysis skills with SQL for extraction, reconciliation and data-quality validation. • Experience in source-to-target mapping, transformation rules and defining data-quality rules. • Understanding of margin call contract setup, pricing and collateral/security and cash allocations. • Experience designing migration approach, run books, controls and success criteria. • Cutover and validation experience — dress rehearsals, cutover execution and post-migration reconciliation. • Ability to own migration sequencing decisions and coordinate across business and technology stakeholders. • Strong analytical skills and clear communication with business and technology teams.
Full Job Posting
Responsibilities
- Design the end-to-end collateral migration strategy for moving data from the legacy system into Calypso, including migration approach, sequencing, controls and success criteria. • Migrate existing trade data into Calypso as Collateral Exposure trades, ensuring correct representation of collateral positions in the target platform. • Lead source-data discovery, data extraction, source-to-target mapping and transformation rules for static and transactional data. • Define and execute migration of static data — Counterparty, Standard Settlement Instructions (SDI) — and existing cash positions. • Set up and validate margin call contracts, including pricing, allocations, netting rules and eligibility, within a CCP collateral management context. • Build and maintain Calypso upload templates; manage loading, reconciliation and data-quality validation between source and target. • Prepare and own the migration run book, covering pre-migration checks, load sequence, validation gates, rollback and post-load reconciliation. • Lead end-to-end stakeholder configuration and coordination across business, operations, technology and vendor teams. • Participate in API design to integrate Calypso collateral data with upstream and downstream systems. • Plan and run dress rehearsals and cutover, acting as decision maker for migration sequencing. • Define controls, reconciliation checkpoints and success criteria; support defect resolution and production validation through go-live.
- Design the end-to-end collateral migration strategy for moving data from the legacy system into Calypso, including migration approach, sequencing, controls and success criteria.
- Migrate existing trade data into Calypso as Collateral Exposure trades, ensuring correct representation of collateral positions in the target platform.
- Lead source-data discovery, data extraction, source-to-target mapping and transformation rules for static and transactional data.
- Define and execute migration of static data — Counterparty, Standard Settlement Instructions (SDI) — and existing cash positions.
- Set up and validate margin call contracts, including pricing, allocations, netting rules and eligibility, within a CCP collateral management context.
- Build and maintain Calypso upload templates; manage loading, reconciliation and data-quality validation between source and target.
- Prepare and own the migration run book, covering pre-migration checks, load sequence, validation gates, rollback and post-load reconciliation.
- Lead end-to-end stakeholder configuration and coordination across business, operations, technology and vendor teams.
- Participate in API design to integrate Calypso collateral data with upstream and downstream systems.
- Plan and run dress rehearsals and cutover, acting as decision maker for migration sequencing.
- Define controls, reconciliation checkpoints and success criteria; support defect resolution and production validation through go-live.
Skills
- 10+ Years in Capital markets with 5+ years hands-on experience with Calypso preferable on migration of Collateral including contracts, static/reference data and Cash / Security positions. • Strong understanding of collateral management implementation for a Central Clearing Party (CCP). • Experience configuring Calypso collateral agreements (IM/VM, GMRA), haircut/threshold/MTA parameters and eligible collateral schedules. • Proven prior data-migration experience — migrating trade/collateral data into Calypso, including loading as "Collateral Exposure" trades. • Strong data analysis skills with SQL for extraction, reconciliation and data-quality validation. • Experience in source-to-target mapping, transformation rules and defining data-quality rules. • Understanding of margin call contract setup, pricing and collateral/security and cash allocations. • Experience designing migration approach, run books, controls and success criteria. • Cutover and validation experience — dress rehearsals, cutover execution and post-migration reconciliation. • Ability to own migration sequencing decisions and coordinate across business and technology stakeholders. • Strong analytical skills and clear communication with business and technology teams.
Qualifications
- Must have
- 10+ Years in Capital markets with 5+ years hands-on experience with Calypso preferable on migration of Collateral including contracts, static/reference data and Cash / Security positions.
- Strong understanding of collateral management implementation for a Central Clearing Party (CCP).
- Experience configuring Calypso collateral agreements (IM/VM, GMRA), haircut/threshold/MTA parameters and eligible collateral schedules.
- Proven prior data-migration experience — migrating trade/collateral data into Calypso, including loading as "Collateral Exposure" trades.
- Strong data analysis skills with SQL for extraction, reconciliation and data-quality validation.
- Experience in source-to-target mapping, transformation rules and defining data-quality rules.
- Understanding of margin call contract setup, pricing and collateral/security and cash allocations.
- Experience designing migration approach, run books, controls and success criteria.
- Cutover and validation experience — dress rehearsals, cutover execution and post-migration reconciliation.
- Ability to own migration sequencing decisions and coordinate across business and technology stakeholders.
- Strong analytical skills and clear communication with business and technology teams.
Preferred Qualifications
- Experience participating in API design / integration between Calypso and other systems.
- Knowledge of CCP clearing and settlement processes, margining frameworks and regulatory requirements.
- Technical knowledge of SQL, XML or Java for data analysis and issue investigation using application server logs.
- Experience with Calypso integrations for SWIFT messaging.
- Experience working with global, distributed stakeholder teams.
- CFA or FRM certification, or equivalent postgraduate qualification in Finance/Risk
About Luxoft
Technology10,001+Founded 2000
Global IT services and consulting company
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