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Calypso Consultant (Daily Rate Contract)
Eingestellt von Greythorn
Gesuchte Skills: Consultant, Support
Projektbeschreibung
LEADING GLOBAL BANK BASED IN DUBLIN CITY CENTRE IS LOOKING FOR AN EXPERIENCED CALYPSO CONSULTANT FOR A 6 MONTH DAILY RATE CONTRACT.
Top Daily rates on offer.
Role
Calypso Valuations Analyst
Role Description
To assist with the implementation of derivatives valuation using Calypso Technologies Inc. valuation software.
RESPONSIBILITIES
The daily valuation of Client held derivatives portfolios in Calypso
Production of daily validation procedures ensuring the consistency of Calypso sourced derivatives valuations
Production of market data reviews and exceptions within Calypso
New instrument integration, market data requirements and valuation testing within Calypso valuation queries relating to Calypso
The daily production of custo
Pricing environment configuration and market data setup, such as yield curves and volatility surfaces
Support of internal and external mized valuation reports
The oversight of the Calypso workflow in Straight Through Processing and the impact on downstream accounting/collateral management systems.
REQUIREMENTS
An in-depth knowledge and professional experience of Calypso Technologies Inc. derivatives valuation software.
First rate understanding and professional experience of cross asset class derivative valuation models.
Working knowledge and experience of downstream accounting systems, such as Advent Geneva/Multifonds.
KNOWLEDGE OF AND EXPERIENCE WITH CENTRALISED CLEARING SYSTEMS SUCH AS DTCC, SWAPSWIRE, MARKITWIRE.
Professional experience in derivatives valuation, using independent OTC valuation providers, such as Markit/SuperDerivatives.
EXPERIENCE
6-7 years professional experience in the valuation of derivatives using Calypso Technologies Inc. software.
Very High degree of numerical and analytical ability
Ability to work to deadlines
Ability to act independently
QUALIFICATIONS
Higher Level/Professional Qualification
Preferred Disciplines: Mathematics/Finance/Statistics
B.S - Master in Quantitative Finance or Technical field
Strong Qualitative Analysis Skills
Sound Business Analysis Skills
First rate Communication Skills
Top Daily rates on offer.
Role
Calypso Valuations Analyst
Role Description
To assist with the implementation of derivatives valuation using Calypso Technologies Inc. valuation software.
RESPONSIBILITIES
The daily valuation of Client held derivatives portfolios in Calypso
Production of daily validation procedures ensuring the consistency of Calypso sourced derivatives valuations
Production of market data reviews and exceptions within Calypso
New instrument integration, market data requirements and valuation testing within Calypso valuation queries relating to Calypso
The daily production of custo
Pricing environment configuration and market data setup, such as yield curves and volatility surfaces
Support of internal and external mized valuation reports
The oversight of the Calypso workflow in Straight Through Processing and the impact on downstream accounting/collateral management systems.
REQUIREMENTS
An in-depth knowledge and professional experience of Calypso Technologies Inc. derivatives valuation software.
First rate understanding and professional experience of cross asset class derivative valuation models.
Working knowledge and experience of downstream accounting systems, such as Advent Geneva/Multifonds.
KNOWLEDGE OF AND EXPERIENCE WITH CENTRALISED CLEARING SYSTEMS SUCH AS DTCC, SWAPSWIRE, MARKITWIRE.
Professional experience in derivatives valuation, using independent OTC valuation providers, such as Markit/SuperDerivatives.
EXPERIENCE
6-7 years professional experience in the valuation of derivatives using Calypso Technologies Inc. software.
Very High degree of numerical and analytical ability
Ability to work to deadlines
Ability to act independently
QUALIFICATIONS
Higher Level/Professional Qualification
Preferred Disciplines: Mathematics/Finance/Statistics
B.S - Master in Quantitative Finance or Technical field
Strong Qualitative Analysis Skills
Sound Business Analysis Skills
First rate Communication Skills
Projektdetails
Geforderte Qualifikationen
-
Kategorie:
Organisation/Management, Sonstiges