Skills Required: Foundation - Java EE - EJB 3.0/JPA | Business Analysis
Job Description: - In-depth, hands-on involvement directly with customers implementing the Calypso trading and settlements solution. Work directly with users of the Calypso system to gather and document their business requirements, and with the customer project/systems team to implement those requirements. Follow up with the users to test the implementation, achieve signoff, and continue to move the system toward go-live. - Work hands on with the system to configure it and test it to ensure that it meets the business requirements. This will include areas such as setup of market data, including zero curves, probability curves, correlation matrices, dividend curves, etc., and the underlying financial instruments that drive the generation of those curves. This will also include the setup of pricing parameters and trade capture options that drive the valuation of trades based on the market data. And it will also include the configuration of rules-based scenarios for capturing market and credit risk, general multi-factor sensitivity analyses, and P&L.