BA Profile Calypso (Front/Middle Office)

For our customer we are looking for a BA profile Calypso (Front/Middle Office)

General qualifications
- General understanding of fixed income products, especially bond, repo and futures
- Good understanding of business processes in FO and MO
- General understanding of Calypso infrastructure
- Experience with SQL will be an advantage

Experience with Calypso functionalities

Calypso Workstation
- Configuration and usage of CWS reports, in particular Pricing and CAPL reports CS, PS and MDS
- Configuration of CS, PS and MDS Deal capture
- Deal capture functionalities for fixed income products (including Pricing Sheet) Trade Blotter
- Usage and configuration of Trade Blotter functionality Price feed
- Configuration of price feed P/L
- Good understanding of PL calculations including and possibly ability to break up PL in underlying elements

Positions
- Position management including understanding of liquidation principles

Pricer measures
Creation of custom pricer measures for MV and PL calculations

Start: 17-02-2014
Duration: 3 months with possibility to be extended
Location: Copenhagen
Work load: 100%
Working language: English