Calypso Collateral BA

Job Description Project Description: A large Australian bank has engaged us to build their Dev team to be based out of their Offshore development centre in Gurugram. W e require an experienced Senior Calypso Collateral BA. You will be responsible for collateral application and associated technical services. Responsibilities: - Work in Agile development teams to develop functionalities of the Calypso application - Interact and liaise with teams across various geographic locations - Interact with Business and Operations users and resolve their queries - Initially work with the Production support team to understand the project landscape Mandatory Skills Description: • 8+ years of experience in working in capital markets area with good exposure to IRD, Fixed income derivatives. • 3 + years of experience in working with Calypso collateral management module. • Strong domain knowledge on Collateral exposure calculation, various aspects NCCD contracts, End to End collateral management process. • Experience in collateral pricing, dispute management, monthly interest management. • Experienced in setting up different types of margin call contracts (IM, VM, GMRA), Collateral workflows. • Working experience on ACADIA, LCH setup in calypso. • Basic knowledge on collateral cash, security, and triparty settlements. • Requirement Analysis of changes, effort estimation, solution design, config and testing • Supporting end users for UAT, conducting training sessions on new changes • Familiar with calypso data base, application server Nice-to-Have Skills Description: - Experience on other collateral management applications like Algo, Murex, FIS..etc - Experience in setting up Margin Call / Demand notice, Exposure statements. - Working with testing team on preparing test scenarios, supporting in test automation