Calypso Project Analyst
650 Per Day
6 Month Contract
The Role:
- Daily valuation of client held derivatives portfolios in Calypso.
- Production of daily validation ensuring the consistency of Calypso sourced derivatives valuations.
- Production of market data reviews and exceptions within Calypso.
- New instrument integration, market data requirements and valuation testing within Calypso.
- Pricing environment configuration and market data setup, such as yield curves and volatility surfaces.
- Support of internal and external valuation queries relating to Calypso.
The Person:
- An in-depth knowledge and professional experience of Calypso valuation software.
- First rate understanding and professional experience of cross asset class derivative valuation models.
- Working knowledge and experience of downstream accounting systems, such as Advent Geneva / Multifonds.
- Very High degree of numerical and analytical ability, with Mathematics / Finance / Statistics academics, and Qualitative Analysis Skills.
Please submit your CV to Charlie Cullen at Harvey Nash or phoen 674 for further information.
![]()
650 Per Day
6 Month Contract
The Role:
- Daily valuation of client held derivatives portfolios in Calypso.
- Production of daily validation ensuring the consistency of Calypso sourced derivatives valuations.
- Production of market data reviews and exceptions within Calypso.
- New instrument integration, market data requirements and valuation testing within Calypso.
- Pricing environment configuration and market data setup, such as yield curves and volatility surfaces.
- Support of internal and external valuation queries relating to Calypso.
The Person:
- An in-depth knowledge and professional experience of Calypso valuation software.
- First rate understanding and professional experience of cross asset class derivative valuation models.
- Working knowledge and experience of downstream accounting systems, such as Advent Geneva / Multifonds.
- Very High degree of numerical and analytical ability, with Mathematics / Finance / Statistics academics, and Qualitative Analysis Skills.
Please submit your CV to Charlie Cullen at Harvey Nash or phoen 674 for further information.