Senior FO Calypso BA

About the Position

Senior FO Calypso BA

Location: Wroclaw, Poland

Project Description:

DXC Luxoft will implement Calypso as the front-to-back Fixed Income Treasury solution. The 18-month greenfield-like implementation covers the complete trade lifecycle - deal capture, settlement (KDPW, SWIFT, NBP), accounting, and regulatory reporting - configuring Polish part of Bank as a new processing organization on client existing central Calypso instance. The project is delivered in three phases (Blueprint, Pilot Implementation, Localization) under a tri-party collaboration model between Client, DXC Luxoft, and Nasdaq.

Responsibilities

• Lead the Front Office stream, delivering all FO capabilities including deal capture, pricing, RFQ, Repo/ALM, and market data integration within the Calypso platform.
• Delivers all FO capabilities including deal capture, pricing, RFQ, and Repo/ALM.
• Integrates Bloomberg TOMS and market data feeds.
• Leads Front Office configuration and build activities across Stages 1-3.
• Participates in FO gap analysis during Blueprint phase.
• Supports Front Office workstream testing and validation.
• Configures market data feeds to exchanges and pricing frameworks.

Requirements

Must have:

• Minimum 10 years of Calypso Front Office implementation experience at Tier 1/2 banks.
• Proven Calypso implementations at major banking institutions across multiple countries.
• Expertise in VaR setup (Historical, Marginal, Incremental), Stress Testing, SA-CCR, FRTB.
• Experience configuring Reuters RFA and Bloomberg Data License market data interfaces.
• MiFID II transaction reporting and EMIR reporting experience.
• OTC trade confirmations, clearing, and settlement configuration experience.
• English - C2 level required.

Nice to have:

• Polish knowledge.

We Offer

• Relocation options.
• Experience in an international environment.
• Cross-cultural experience.
• Feedback culture.
• Regular appraisals.
• Annual holiday - 20 or 26 days (depending on seniority).
• Occasional leave - 1 or 2 days (depending on circumstances).
• Child care leave - 2 days or 16 hours per year.
• Absence due to force majeure - 2 days or 16 hours per year.
• Maternity Leave - 20 weeks.
• Parental Leave - 41 weeks.
• Paternity Leave - 14 days.
• Expert-led tech courses covering basic to advanced topics.
• Internal instructor-led soft skills courses.
• Comprehensive in-house self-learning resources for both soft and hard skills.
• Access to external self-learning libraries like ProQuest eBook and Udemy for Business.
• Cloud Programs: MS Cloud Academy, AWS Partner Academy, Google Cloud Academy.
• Custom Learning Programs: upskilling, reskilling, technical mentorship.
• Leadership Programs for Managers.
• Multisport card.
• Possibility to order Multisport card at the corporate rate for family members.
• LuxGood Program: wellbeing seminars, contests, relaxation sessions, yoga sessions, etc.
• One Team Program: Buddy for each New Joiner; seminars, meeting and workplace space to support integration with local community and culture; “Hire me” workshops for partners.
• Preferential banking offer.
• Preferential car leasing offer.
• Cafeteria program discounts for shops, cinema tickets, holiday offers.
• Luxoft Social Benefit Fund: sport and recreation benefits, the possibility to receive financial support.
• Private Healthcare Insurance with unlimited access to specialists.
• Full dental support.
• Travel Insurance.
• Possibility to add private healthcare coverage for family members at the corporate rate.
• Life insurance at the corporate rate for employees and family members, including payment of the basic package for the employee by the employer.
• Reimbursement for corrective glasses.
• Many fun social activities organized by the Luxoft team offline in your city.
• Online entertainment events for the whole company and local team events.
• A workplace where you’re treated with respect within a multicultural team.
• Rotation between projects and accounts.
• New career opportunities.

About the Company

At Luxoft, we are committed to providing a dynamic and inclusive work environment where you can grow and thrive. Our benefits and programs are designed to support your professional and personal development.

*The acquisition of rights to the above benefits depends on the form of cooperation. Benefits apply to those employed under a contract of employment.

**Please note that relocation is not available for all open positions. At Luxoft Poland it is possible to work remotely only from the territory of Poland.

***Options offered by the Polish government.