Senior FO Calypso BA

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.

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

• 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;

Polish knowledge - nice to have