calypso BO analyst in capital markets

The role supports an international bank by maintaining and developing Calypso Back Office modules in a production environment. It covers day-to-day support, incident resolution, change requests, and continuous improvement of Back Office processes and workflows.

• Maintain and support Calypso Back Office modules in a live production environment for an international banking client
• Analyze, design, and implement changes and enhancements to Back Office workflows, including settlements, confirmations, accounting, and reporting
• Investigate and resolve production incidents related to Back Office processing, including trade lifecycle events, settlement failures, SWIFT messaging issues, and reconciliation breaks
• Gather and document business requirements from Back Office users and translate them into functional specifications for the development team
• Configure and customize Calypso Back Office workflows, including trade validation rules, netting rules, settlement instructions, and accounting schemes
• Support Back Office integration points with external systems, including SWIFT, payment platforms, general ledger, reconciliation tools, and CCP/clearing systems
• Participate in Calypso upgrades and patch deployments, focusing on Back Office module regression testing and impact analysis
• Prepare and execute functional, regression, and UAT test cases for Back Office changes using tools such as CATT
• Create and maintain functional specifications, runbooks, process flows, and knowledge base articles
• Collaborate with Front Office and Middle Office teams to ensure end-to-end trade lifecycle consistency
• Provide L2/L3 support during business hours and participate in an on-call rotation if required

• At least 3 years of hands-on experience with Calypso Back Office modules, including settlements, confirmations, accounting, and SWIFT messaging
• Strong understanding of trade lifecycles for capital markets products: Fixed Income (bonds, repos), Interest Rate Derivatives (IRS, FRA), FX (spots, forwards, swaps, options), and/or Credit Derivatives
• Experience configuring Calypso Back Office, including settlement instructions (SDIs), netting rules, payment workflows, accounting rules, and posting schemes
• Knowledge of SWIFT messaging standards (MT103, MT202, MT300, MT320, MT540-MT548, MT900/MT910, MT950) and their mapping in Calypso
• Experience with Calypso workflow management, including task stations, trade lifecycle events, and Back Office status transitions
• Familiarity with cash, position, and nostro/vostro reconciliation processes
• Good understanding of accounting entries generated by Calypso, including P&L, accruals, and revaluation
• Experience in a production support environment with SLA-driven incident management
• Ability to write SQL queries for data investigation and reporting
• Good written and spoken English
• Будет плюсом: Experience with Calypso versions 16+ (ideally version 18), knowledge of CCP clearing workflows (e.g., LCH, Eurex, KDPW_CCP) and their integration with Calypso Back Office, experience with EMIR/MiFID II regulatory reporting from a Back Office perspective

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