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 accounting domain within Calypso, delivering WAC, EIR, FX revaluation, portfolio classification, and regulatory reporting capabilities
- Owns accounting domain: Weighted Average Cost (WAC), Effective Interest Rate (EIR), FX, and regulatory reporting
- Manages HTC/OCI/Trading portfolio classification
- Delivers EIR accruals and premium/discount amortization
- Ensures MiFID II/EMIR/SFTR reporting continuity
- Handles foreign currency revaluation and off-balance sheet locks
- Manages own-issued securities with coupon calculations and amortization schedules
SKILLS
Must have
- Senior Principal level expertise in Calypso accounting modules
- Deep knowledge of IFRS accounting standards (IFRS 9 in particular)
- Experience with regulatory reporting frameworks (MiFID II, EMIR, SFTR)
- Understanding of Polish accounting requirements
- English — C2 level required;
Nice to have
Polish knowledge - nice to have