Senior Calypso Business Analyst – Interest Rate & Credit Derivatives
Senior Calypso Business Analyst – Interest Rate & Credit Derivatives

Duration: 6 months, with potential extension

37.5 hours / week

Overview

Our client’s Interest Rate & Credit Derivatives Technology group is seeking a Senior Calypso Business Analyst to support ongoing product, clearing and platform initiatives within a sell-side Capital Markets environment.

The role requires strong front-office Calypso expertise , particularly across Interest Rate and Credit Derivatives, with the ability to work across the full trade lifecycle and partner closely with Front Office, Operations, Risk and Technology.

Responsibilities

Support Calypso initiatives including new product rollouts, CCP/clearing onboarding, enhancements and issue remediation.

Work with Front Office, Operations, Risk and Technology stakeholders to define and deliver functional requirements.

Configure Calypso for derivative and Money Market product booking and pricing.

Configure and maintain pricing environments, pricing parameters, curves, volatility surfaces and related market data.

Investigate complex pricing and trade lifecycle issues involving NPV, accruals, settlement flows, Risk and P&L.;

Configure static/reference data including counterparties, calendars, indices and date rules.

Support testing and validation of Calypso patches and monthly releases.

Build or modify Calypso extracts required by downstream systems.

Produce BRDs, test cases, run books and other required functional documentation.

Must Haves

Extensive Business Analysis experience supporting Calypso within a sell-side Capital Markets environment .

Strong hands-on knowledge of Calypso Front Office functionality .

Experience with recent Calypso versions; v17+ strongly preferred .





Strong knowledge of Interest Rate and Credit Derivatives .

Understanding of derivative product setup, pricing, risk, electronic trading and cleared/bilateral workflows.

Experience configuring pricing environments, curves, market data and pricing parameters.

Good understanding of the end-to-end Calypso trade lifecycle, including accounting, confirmations and settlements.

Strong stakeholder management and communication skills.

Nice to Haves

Calypso v18 experience.

Experience onboarding new products or clearing houses/CCPs .

Experience supporting high-volume investment banking trading environments.

Broader experience across FX, Money Markets or Fixed Income.

Senior Calypso Business Analyst – Interest Rate & Credit Derivatives

Duration: 6 months, with potential extension

Location: Toronto – Hybrid, 2 days/week

37.5 hours / week

Overview

Our client’s Interest Rate & Credit Derivatives Technology group is seeking a Senior Calypso Business Analyst to support ongoing product, clearing and platform initiatives within a sell-side Capital Markets environment.

The role requires strong front-office Calypso expertise , particularly across Interest Rate and Credit Derivatives, with the ability to work across the full trade lifecycle and partner closely with Front Office, Operations, Risk and Technology.

Responsibilities

Support Calypso initiatives including new product rollouts, CCP/clearing onboarding, enhancements and issue remediation.

Work with Front Office, Operations,



Risk and Technology stakeholders to define and deliver functional requirements.

Configure Calypso for derivative and Money Market product booking and pricing.

Configure and maintain pricing environments, pricing parameters, curves, volatility surfaces and related market data.

Investigate complex pricing and trade lifecycle issues involving NPV, accruals, settlement flows, Risk and P&L.;

Configure static/reference data including counterparties, calendars, indices and date rules.

Support testing and validation of Calypso patches and monthly releases.

Build or modify Calypso extracts required by downstream systems.

Produce BRDs, test cases, run books and other required functional documentation.

Must Haves

Extensive Business Analysis experience supporting Calypso within a sell-side Capital Markets workplace .

Strong hands-on knowledge of Calypso Front Office functionality .

Experience with recent Calypso versions; v17+ strongly preferred .

Robust knowledge of Interest Rate and Credit Derivatives .

Understanding of derivative product setup, pricing, risk, electronic trading and cleared/bilateral workflows.

Experience configuring pricing environments, curves, market data and pricing parameters.

Good understanding of the end-to-end Calypso trade lifecycle, including accounting, confirmations and settlements.

Robust stakeholder management and communication skills.

Nice to Haves

Calypso v18 experience.

Experience onboarding new products or clearing houses/CCPs .

Experience supporting high-volume investment banking trading environments.

Broader experience across FX, Money Markets or Fixed Income.

Disclaimer:

AI may be used in evaluating candidates.

This posting is for an existing vacancy.

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📌 Senior Calypso Business Analyst – Interest Rate & Credit Derivatives (Ontario)
🏢 S.i. Systems
📍 Ontario