Senior FO Calypso BA
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
- Lead the Front Office stream, delivering all FO capabilities including deal capture, pricing, RFQ, Repo/ALM, and market data integration within the Calypso platform.
- Delivers all FO capabilities including deal capture, pricing, RFQ, and Repo/ALM
- Integrates Bloomberg TOMS and market data feeds
- Leads Front Office configuration and build activities across Stages 1-3
- Participates in FO gap analysis during Blueprint phase
- Supports Front Office workstream testing and validation
- Configures market data feeds to exchanges and pricing frameworks
SKILLS
Must have
- Minimum 10 years of Calypso Front Office implementation experience at Tier 1/2 banks
- Proven Calypso implementations at major banking institutions across multiple countries
- Expertise in VaR setup (Historical, Marginal, Incremental), Stress Testing, SA-CCR, FRTB
- Experience configuring Reuters RFA and Bloomberg Data License market data interfaces
- MiFID II transaction reporting and EMIR reporting experience
- OTC trade confirmations, clearing, and settlement configuration experience
- English — C2 level required;
Nice to have
Polish knowledge - nice to have
