Talent.com
No longer accepting applications
Calypso Risk Consultant

Calypso Risk Consultant

ConfidentialPune, India
5 days ago
Job description

We are seeking an experienced Calypso Risk Consultant to join our Capital Markets consulting and delivery team. The role will focus on implementing and supporting Calypso's risk management modules, including market risk, credit risk, and liquidity risk. The consultant will work closely with risk managers, quants, and technology teams to design and deliver robust risk management frameworks on the Calypso platform.

Required Skills & Experience

  • 5–10 years of experience in Capital Markets IT with at least 3+ years of hands-on Calypso Risk implementation.
  • Strong knowledge of market risk, credit risk, and counterparty exposure management in Calypso.
  • Expertise in risk analytics (VaR, sensitivities, stress testing, scenario analysis).
  • Experience configuring simulation engines, exposure profiles, and risk limit monitoring.
  • Good understanding of financial instruments and valuation methodologies across asset classes.
  • Familiarity with Calypso architecture, data model, and APIs (Java).
  • Strong problem-solving, analytical, and communication skills.
  • Ability to work in a global delivery and cross-functional team environment.

Nice-to-Have Skills

  • Exposure to regulatory risk initiatives (FRTB, Basel III / IV, SA-CCR, XVAs).
  • Knowledge of collateral management, margining, and liquidity risk within Calypso.
  • Experience integrating Calypso with upstream / downstream risk and reporting systems.
  • Familiarity with DevOps / CI-CD frameworks and cloud deployment.

    • Key Responsibilities

  • Partner with business stakeholders (Market Risk, Credit Risk, Treasury, Front Office) to gather requirements and deliver Calypso-based risk solutions.
  • Configure Calypso risk modules including sensitivities, VaR, stress testing, PFE, limit monitoring, and counterparty risk.
  • Support setup of risk measures, simulation engines, and exposure profiles for different asset classes (Rates, Credit, FX, Equities, Commodities).
  • Work on risk analytics such as Greeks, sensitivities, scenario analysis, and back-testing.
  • Define and configure risk limit frameworks and ensure integration with trade capture and P&L processes.
  • Collaborate with quants and developers to integrate pricing / risk models and extend Calypso capabilities.
  • Support UAT, regression testing, and production deployment of risk functionality.
  • Provide ongoing troubleshooting of risk measures, calculations, and reporting discrepancies.
  • Document functional specifications, best practices, and provide training / knowledge transfer to client teams.

    • Skills Required

    Java, Apis, Credit Risk, Data Model, VaR, Stress Testing, Financial Instruments, scenario analysis, Risk Analytics, Market Risk

    Create a job alert for this search

    Risk Consultant • Pune, India