Calypso Front Office Consultant

We are seeking an experienced Calypso Front-Office Consultant to join our Capital Markets technology and consulting team. The role involves delivering front-office functionality, implementing trade capture workflows, configuring pricing models, and supporting trading desks across asset classes. The consultant will collaborate closely with traders, quants, risk managers, and technology teams to ensure robust and efficient front-office solutions using the Calypso platform.

Required Skills & Experience

• 5–10 years of experience in Capital Markets IT with at least 3+ years of hands-on Calypso Front-Office implementation.
• Strong knowledge of front-office trade capture, pricing, and risk management across multiple asset classes.
• Expertise in configuring Calypso trade workflows, product templates, and market data setup.
• Good understanding of financial instruments : swaps, options, futures, bonds, FX, and structured products.
• Experience with Calypso APIs (Java), Data Model, and Calypso architecture.
• Solid understanding of market conventions, pricing models (Black-Scholes, Hull-White, SABR, etc.), and valuation methodologies.
• Familiarity with integration of Calypso with upstream / downstream systems (market data, risk, settlement, accounting).
• Strong analytical, problem-solving, and communication skills.
• Ability to work in a global delivery model with onsite / offshore collaboration.

Nice-to-Have Skills

Key Responsibilities

Education

Skills Required

Risk Management, Java, Collateral Management, Pricing Models, Trade Capture, Calypso, Devops, Data Model