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Calypso - Limit/Compliance, XVA, PFE etc.

Remote: 
Full Remote
Work from: 

Resource Informatics Group, Inc logo
Resource Informatics Group, Inc SME https://www.rigusinc.com/
51 - 200 Employees
See more Resource Informatics Group, Inc offers

Job description

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Your missions

itle: Calypso - Limit/Compliance, XVA, PFE etc.
Work location: Chicago, IL - remote
Client Name: Huntington Bank
Rate: 85-110/hr

Skills Description:

· Very good understanding of Interest Rate Derivatives and Front to Back business processes for OTC derivatives
· Experience in conducting user interviews, workshops and documenting business requirements
· Experience on Calypso platform (v15 to v17)
· Experience with configuring Middle and Back Office derivatives processes in Calypso for Interest Rate Derivatives
· Risk / P&L
· Confirmations
· Settlements
· Accounting (including Hedge Accounting)
· Collateral Management
· Experience with integrating Calypso with Market data vendors and other service providers such as MarkitWire, TriOptima etc.
· Very good communication skills

Required profile

Experience

Spoken language(s):
Check out the description to know which languages are mandatory.

Soft Skills

  • Verbal Communication Skills

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