What are the responsibilities and job description for the Calypso Business Systems Analyst position at SysMind Tech?
1. General understating of Capital Market especially Derivative Pricing, Derivative Trade workflow, Modeling and valuation of Derivative Structures.
2. The primary focus is on Interest Rate Swap. Good understanding of Interest Rate Swap, Swaptions, Cap-Floors and other rates structures will be very helpful.
3. Experience in Calypso Configuration around : Pricing Environment, Pricer Configuration, Curves, Vol. Surfaces, and other market data elements in Calypso.
4. Configuration and validation of Trade Lifecycles in Calypso .
5. Configuration and validation of Market wire (Bi-directional) in Calypso.
6. Configuration of interfaces ( Reuters, Bloomberg, MW etc.)
7. Back-office configuration and customization around transfers, Postings, SDIs, Confirmations, Messages.
8. Validation of Accounting rules.
9. Setting up Schedule task for FO / MO / BO purposes.
10. Knowledge of CATT tool will be an added advantage.
