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.
- Solid 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 robust 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.

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 (Toronto)
🏢 S.i. Systems
📍 Toronto