Senior BO Calypso BA (Accounting)

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