Calypso Support Analyst

Description:

PRI Technology is seeking a Calypso Support Analyst for a 6-month plus full remote opportunity with a major firm. The ideal candidate should possess experience with derivatives, specifically with a front-to-back Calypso derivatives solution, including accounting. This position requires the ability to train and transfer knowledge to the client's business and technology stakeholders. Candidates must also hold a green card or be a U.S. citizen. The role offers the chance to work remotely while contributing to complex derivative systems.

Key Responsibilities:

• Configure standard & custom interfaces within Calypso.

• Set up quote feeds from Bloomberg, holiday calendars, interest rate curves, equity volatility surfaces, and custom indexes.

• Translate historical volatility of volatility-controlled indexes to a volatility surface for use in Calypso.

• Set up pricing configurations and parameters.

• Perform end-of-day processing and monitoring as needed.

• Support post-trade processing areas like trade validation, cross-asset accounting, settlements, reconciliations, messages (SWIFT/Paper), and regulatory/internal reporting.

Required Qualifications:

• Bachelor's degree in business, finance, or accounting, with coursework in Math, Statistics, or Computer Science.

• Expertise in front-to-back Calypso derivatives solutions, including accounting, preferably with an insurance industry focus.

• Ability to train and transfer knowledge to business and technology stakeholders.

Preferred Experience:

• Experience in a Business Analysis role or a functional back-office user role within the insurance industry.

• Expertise in post-trade processing areas such as trade validation, cross-asset accounting, settlements, reconciliations, and regulatory reporting.

• Knowledge of asset classes such as FX, Fixed Income, Interest Rate Derivatives, FX Derivatives, Credit Derivatives, Equities and Equity Derivatives, and Commodities.

Additional Skills and Knowledge:

• Knowledge in market risk areas like FRTB, VaR, Back Testing, Stress Testing, and Scenario Analysis is a plus.

• Experience with market data providers.

• Proficiency in data analysis tools such as Excel, SQL, or similar.

Why You’ll Love This Role:

• Fully remote position with flexible work schedule.

• Work on a high-profile, dynamic project involving complex derivative solutions.

• Opportunity to apply specialized skills in a major firm setting.

Salary:

• $70.00 per hour (W-2) or $80.00 per hour (Corp basis, independent contractors only).

Interview Process:

• The interview process will include an initial telephone or Zoom screening.