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Calypso Support Analyst | 100% Remote | Contract | WFH |

Yoh, A Day & Zimmermann Company
New York, NY Remote Full Time
POSTED ON 3/3/2025
AVAILABLE BEFORE 5/17/2025

Calypso Support Analyst | 100% FULLY Remote | Contract | WFH |

You have :

  • Expertise with a front-to-back Calypso derivatives solution, including accounting, preferably with an insurance industry focus.
  • Experience with a software vendor in a Business Analysis role or a functional back-office user role within the insurance industry.
  • Expertise in the support and implementation of the Calypso Back-Office system, especially in post-trade processing areas such as

Trade validation, Cross-Asset Accounting, Settlements, Reconciliations, Messages (SWIFT / Paper), Regulatory and Internal reporting.

  • Knowledge and functional experience in support of one or more of the following Asset Classes :
  • Foreign Exchange (FX)
  • Fixed Income and Money Market (FI / MM)
  • Interest Rate Derivatives (IRD)
  • FX Derivatives (FXD)
  • Credit Derivatives
  • Equities and Equity Derivatives
  • Commodities and Commodity Derivatives
  • Experience in Market Risk with knowledge of FRTB, VaR (Parametric, Monte Carlo), Back Testing, Stress testing, Sensitivities. Knowledge of market data providers.
  • Data analysis tools such as Excel, SQL.
  • Your Responsibilities :

  • Configure Standard & Custom Interfaces within Calypso.
  • Quote Feeds from Bloomberg, Holiday Calendar feed.
  • Interest Rate Curves & other market data,
  • Dividend Curves for Custom Index.
  • Configure Equity Volatility Surface feeds.
  • Translate Historical Volatility of Volatility-controlled indexes to a Volatility Surface for use in Calypso.
  • Your Skills :

  • Work independently, be a fast learner, self-motivated team player with strong problem-solving skills.
  • Resourceful and demonstrate initiative in getting the job done.
  • Excellent oral / written communication skills.
  • Pay : $45 / HR – $55 / HR

    Required :

  • Degree in business, finance, or accounting. Coursework in Math, Statistics, or Computer Science.
  • Note : Any pay ranges displayed are estimations. Actual pay is determined by an applicant's experience, technical expertise, and other qualifications as listed in the job description. All qualified applicants are welcome to apply.

    Yoh, a Day & Zimmermann company, is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

    Visit to contact us if you are an individual with a disability and require accommodation in the application process.

    For California applicants, qualified applicants with arrest or conviction records will be considered for employment in accordance with the Los Angeles County Fair Chance Ordinance for Employers and the California Fair Chance Act. All of the material job duties described in this posting are job duties for which a criminal history may have a direct, adverse, and negative relationship potentially resulting in the withdrawal of a conditional offer of employment.

    Salary : $45 - $55

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