OTC Pricing Calypso BA, HongKong Based (Contract) recruitment

Responsible for

- Client On-boarding
- Extension of Calypso internal pricing capability for OTCs
- Provide configuration and technical input into internal model price sign-off process
- Extension of current / new interfaces to market data suppliers, pricing vendors, internal and external systems
- Extension of price verification process comparing multiple sources of data
- Maintaining excellent relationships with all levels of the business, including QRVG, Quants/SMEs,
- Input into vendor selection for provision of Market Data and prices
- Ensure Pricing technical solution is scalable so future growth in volumes can be accommodated.

ESSENTIAL EXPERIENCE

- Strong OTC Cross Asset Class knowledge and experience gained either in Middle Office, Trading, Risk or Product Control in an investment banking or hedge fund environment.
- Strong knowledge of implementing OTCs on Calypso from a middle and back office perspective eg. Credit Derivatives, Interest Rate Derivatives, Equity OTCs, FRAs, Repos, Bank Debt and Commodity OTC products.
- Strong experience of pricing OTCs on Calypso including configuring Calypso in line with requirements from Quants and prior experience of calypso models.
- Candidates will be expected to be able to demonstrate a track record of driving processes forward coupled with a strong calypso background of being able to work on their own initiative in a global team environment.

IDEAL Experience

- Experience of implementing ETDs on calypso and calypso's Span Margin calculation functionality
- Experience on-boarding fund manager clients for an out-source provider
- Fund Administration out-source provider experience
- Building price comparison functionality, including multiple source comparison and tolerance checking
- Experience with pricing vendor utilities such as SuperDerivatives, Markit, Sungard Reech
- Experience with pricing data vendor suppliers such as SuperDerivatives, Markit, Fitch
- Experience with external pricing model suppliers such as Numerix, FinCAD
- Experience of Buy-side implementations
- Iterative development experience
- Data Modelling - good understanding.
- Fitnesse Testing or test automation

If the above role is of your interest then please mail us the up to date copy of your CV to jasprit.manocha@empiric.com
Empiric Solutions were established in 2005 and are one of the foremost providers of niche and specialist recruitment services within IT, Finance and Industry and Commerce globally. In December 2010, we became a Virgin Fast Track 100 company for the second consecutive year (3rd Fastest Growing company 2009).