|Skills||Calypso, Java, Hibernate|
|Duties and Responsibilities||
Duties: Understand trade lifecycle of several derivative products (like FXOptions, Swaps) and implement it in Calypso; work with front office user to design/configure user interface using Calypso API and Java to book the derivative trades; help back office users in designing state thru processing (STP) that automatically apply validations on the trade and execute trade based on the Workflow defined in Calypso; ability to architect and develop End of Day (EOD) reports to be provided to different interfaces of Bank e.g. accounting reports to General Ledger; configure Settlement Delivery Instruction (SDIs), create confirmation templates (e.g SWIFT) and develop Message Rules for successful generation and transmission of payments and confirmation messages to Counter Parties; execute version upgrade projects for Calypso; perform root-cause analysis of any issue reported in production environment (including Calypso Navigator, Calypso Data server and engines, JBoss, and Oracle).
Minimum Requirements: Master’s degree in Information Technology, Computer Science or Management Information Systems Willing to accept a foreign educational equivalent.
Skills required: Calypso configuration (V11 or later), Calypso APIs, Functional knowledge of OTC products, working experience in asset classes like FXOptions, Good experience in SWIFT, DDA and Fedwire payments and confirmation messages, Programming Languages (Java, SQL) and Markup Languages (XML and fPML), Knowledge of deploying desktop application using Java Web Start (JWS). Platform (Windows, Linux), Development and debugging tool (Eclipse), Source Control (SVN, CVS,VSS), Issue management tool (ALM, JIRA) and application/web servers (JBoss, Tomcat)
Worksite: Exact worksite not known at this time but will report to, will be managed from, and paid out of headquarters office in Charlotte, NC. No travel and/or telecommuting.
This position qualifies under our incentive-based employee referral program.