Calypso

  •        Minimum 6 years of extensive professional software development experience as  Analyst Programmer in Investment Banking and Java of medium to large sized projects in the area of Development, Design, Analysis, Functional Studies,
•        3 years of experience on Calypso platform from front to back on V11 to 14 (experience on Calypso V14 must) with Upgrade experience. Extensive knowledge on Pricer development (Pricing knowledge), Scheduled Tasks, Engines, Workflows,  Trade Loading, Trade Novation
•        Good understanding of financial instruments including Derivatives (Rates IRS, FRA). Knowledge of trade and electronic confirmation dataflow. Hands on experience on market data (Clearing House's, Swapswire products).
•        Expertise in Developing applications using Core Java, Multithreading, J2EE, Servlets, JSP,  
•        Self starter with good leadership abilities and team spirit.
•        Good verbal and written communications skills.

Knowledge of developing/working on Risk calculations including shift generation, PnL vectors calculation through ERS and Market Risk calculations with Quants will be desirable