Calypso - BA Profile (Front/Middle Office)

We are looking for Calypso BA profile for the following role:

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

Language skills: Danish or English.