Calypso Expert (Traiding)

Technical Skills:

• At least 3 consecutive years of experience in Calypso Back Office; experience is required in the following sub-modules:
• Configuration and analysis of workflows (trade, transfer and message workflows)
• Mastery of basic elements in the platform such as Trade Filters, Static Data Filters, Scheduled Tasks, and reports.
• Configuration of Tax Matrixes in Calypso
• Knowledge of the Calypso Collateral Module
• Experience in Settlement, Matching and SWIFT messaging for Fixed Income and Collateral.
• Knowledge of the accounting module (events, rules)
• Configuration of bond definitions, trade capture, and risk analysis, ability to define fixed data such as currencies, holiday calendars, countries, legal entities, trading books, workflow rules, and pricing environments.
• Ability to use Calypso windows and menus, such as the bond definition window, coupon, market and cash flow tabs, and the product selector.
• Understand the different classes and subtypes of bonds supported by Calypso, such as government bonds, structured bonds, credit-linked notes, and convertible bonds.
• Ability to create and apply corporate actions and credit and impairment events to bond definitions and operations.

Functional Capabilities:

• Knowledge of the Fixed Income market in Mexico: Indeval
• Knowledge of Bonds: Understand basic bond concepts, including terms such as accrued interest, amortization, clean price, dirty price, coupon, issue date, and yield.
• Knowledge of Corporate Actions such as coupon haircuts, full/partial amortizations
• Knowledge of CNBV and Banxico regulations for Fixed Income operations