29 Oct
|
Luxoft
|
Australia
Role: Calypso Techno Business Analyst
Collateral management Exp level: 10+ Years in Capital markets with Must have 5+ years hands-on experience with Calypso Techno Business analyst & Calypso Configuration experience preferable on migration of Collateral
Location:
Sydney, Australia (WFO client office) Note: This Role is only for candidates who are having experience in Must have exp in configuring Calypso application Collateral agreements
• 10+ Years in Capital markets with 5+ years hands-on experience with Calypso preferable on migration of Collateral including contracts, static/reference data and Cash / Security positions.
• Robust understanding of collateral management implementation for a Central Clearing Party (CCP).
• Collateral BA to migrate collateral management from legacy to calypso.
• Experience configuring Calypso collateral agreements (IM/VM, GMRA), haircut/threshold/MTA parameters and eligible collateral schedules.
• Proven prior data-migration experience — migrating trade/collateral data into Calypso, including loading as "Collateral Exposure" trades.
• Solid data analysis skills with SQL for extraction, reconciliation and data-quality validation.
• Design the end-to-end collateral migration strategy for moving data from the legacy system into Calypso, including migration approach, sequencing, controls and success criteria.
• Migrate existing trade data into Calypso as Collateral Exposure trades, ensuring correct representation of collateral positions in the target platform.
• Lead source-data discovery, data extraction, source-to-target mapping and transformation rules for static and transactional data.
• Define and execute migration of static data — Counterparty, Standard Settlement Instructions (SDI) — and existing cash positions.
• Set up and validate margin call contracts, including pricing, allocations, netting rules and eligibility, within a CCP collateral management context.
• Build and maintain Calypso upload templates; manage loading, reconciliation and data-quality validation between source and target.
• Prepare and own the migration run book, covering pre-migration checks, load sequence, validation gates, rollback and post-load reconciliation.
• Experience in source-to-target mapping, transformation rules and defining data-quality rules.
• Experience designing migration approach, run books, controls and success criteria.
📌 Calypso Techno Business Analyst Sydney (Australia)
🏢 Luxoft
📍 Australia