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Senior Calypso Functional BA

Job in New York, New York County, New York, 10261, USA
Listing for: Luxoft
Full Time position
Listed on 2026-02-12
Job specializations:
  • IT/Tech
    Data Analyst, IT Consultant, Systems Analyst
Salary/Wage Range or Industry Benchmark: 160000 - 210000 USD Yearly USD 160000.00 210000.00 YEAR
Job Description & How to Apply Below
Location: New York

Project description

Luxoft has one of the world's leading Calypso practice. We are a top-tier Calypso Partner and a market leader in implementation, integration, upgrade, and migration. We provide end-to-end project services and have delivered Calypso projects across all major asset classes and sectors including investment banking, asset management, corporate treasury, and insurance. Project

Description:

Support and additional build out (projects) for Calypso instance. Compensation for NYC: USD Gross per year based on your interview results.

Responsibilities
  • Address and respond to production support issues and troubleshoot issues arising from day-to-day activities Calypso instance.
  • Provide support to FO and MO users on Calypso.
  • Configure, update, optimize functional set up in Calypso.
  • Execute (where required) SOD/EOD Scheduled Tasks.
  • Develop necessary functional solutions for Calypso instance as per requirements (if required).
  • Monitor if market quotes fail to update Calypso system error messages.
  • Monitor feed & security definitions download, if reprocessing of trades needed or reprocessing of events.
  • Ensure supporting documents are complete, current, and appropriately stored.
  • Works closely with relevant business and technology stakeholders to ensure effective and efficient implementation of the project(s).
  • Submits status reports to stakeholders; coordinates and provides updates to steering committees.
  • Collaboration with key functional or business stakeholders to achieve clear outcomes/deliverables in relation to the strategic and transformational book of work.
  • Manage deliverables ensuring transparency of risks, issues and dependencies that are fully aligned to functional / business owners.
  • You might be acting also as a business analyst to help the team gathering and writing requirements, acceptance criteria.

A Sampling of Tasks Expected to be Performed:

  • Configuring Standard & Custom Interfaces within Calypso
  • Setting up Quote Feeds from Bloomberg
  • Set-up Holiday Calendar feed
  • Set-up Interest Rate Curves & other market data
  • Set-up Dividend Curves for Custom Index
  • Set-up Equity Volatility Surface feeds
  • Translate Historical Volatility of Volatility-controlled indexes to a Volatility Surface to be used in Calypso
  • Set-up pricing configuration & pricing parameters
  • Some end-of-day processing/monitoring needed
  • Skills Must have
    • 3+ years of experience working in Capital Markets and Calypso
    • Good knowledge of Financial products across assets; expertise with a front-to-back Calypso derivatives solution, including accounting, is a must. Preferably with an insurance industry focus.
    • Other

      Required Skills:

      Ability to work with little supervision, be a fast learner, self‑motivated, team player, collaborator with strong problem‑solving skills, resourceful, demonstrates initiative, good oral and written communication, ability to train and transfer knowledge to business and technology stakeholders.
    • Proven track record of delivery of implementation / migration projects.
    • Proven experience in the development of Calypso integrations, reporting, and other technical aspects; experience of adherence to governance frameworks / implementation and handover to BAU.
    • Comprehensive knowledge of trade flow, trading systems and related concepts and technology, including valuation and client/market risk management.
    • Leadership skills.
    • Excellent analytical skills, understanding of project life cycles, ability to act in an entrepreneurial manner to ensure the requirements from the business are gathered appropriately.
    • Proven analytical, planning, problem‑solving and decision‑making skills.
    • Comfortable with direct communication with all levels of technical and business resources.
    • Excellent organizational and time management skills with the ability to handle multiple tasks simultaneously.
    • Experience with working in a highly collaborative and dynamic multi‑team environment.
    Nice to have
  • Experience working 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 primarily in post‑trade processing areas of Trade validation, Cross‑Asset…
  • Position Requirements
    10+ Years work experience
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