Project description
DXC Luxoft will implement Calypso as the front-to-back Fixed Income Treasury solution. The 18-month greenfield-like implementation covers the complete trade lifecycle — deal capture, settlement (KDPW, SWIFT, NBP), accounting, and regulatory reporting — configuring Polish part of Bank as a new processing organization on client existing central Calypso instance.
The project is delivered in three phases (Blueprint, Pilot Implementation, Localization) under a tri-party collaboration model between Client, DXC Luxoft, and Nasdaq.
Responsibilities
- Own the end-to-end solution architecture, drive design decisions, and ensure alignment between the Polish part of client a implementation and client's central Calypso instance.
- Owns end-to-end solution architecture across all functional areas
- Drives design decisions and ensures alignment with the central Calypso instance
- Governs cross-stream consistency between Front Office, Back Office, and Technical streams
- Leads the Front Office stream during Discovery phase
- Drives gap analysis between Murex and Calypso
- Defines the target Front Office model aligned with business and group requirements
SKILLS
Must have
- Minimum 12 years of techno-functional experience in capital markets (Front Office focus)
- Deep Calypso Front Office expertise including configuration, pricing, curves, and risk
- Experience delivering Calypso implementations across multiple geographies and banking institutions
- Proven solution architecture leadership for front-to-back treasury platforms
- Bachelor's or Master's degree in Information Systems, Finance, or a related field
- Expertise in pricing financial instruments, yield curves (zero, basis, cross-currency), Fixed Income, FX, Derivatives, and Security Finance
- Agile/Scrum delivery methodology experience
- Regulatory change management experience: LCR, NSFR, IRRBB, IFRS9 EIR
- English — C2 level required;
Nice to have
Polish knowledge - nice to have