• luxoft
  • London, UK
  • 25/03/2019
Full time Business Intelligence Statistics Software Engineering

Job Description

Excelian is partnering with leading Australian bank in the replacement of their collateral management system to reduce legacy technology debt and meet the upcoming regulatory deadlines.
The bank have selected Calypso Collateral as a solution with the project is phased in 2 parts where phase 1 includes implementation of Initial Margin (IM) rules in Calypso using Collateral Management Module and phase 2 involves decommissioning and implementing Calypso Collateral Management module for VM and being able to deliver following functionalities

  • Bank shall be able to accept/post both cash and securities as VM. (IM will be already on Calypso in phase 1)
  • FO/BO to have real-time view of cash and security collateral positions.
  • Integration with third party custodians (Euroclear/Austracelar etc)
  • Integration with AcadiaSoft
  • Reconciliation of collateral (Cash/Security etc) with custodian.
  • Import exposures for products not traded in Calypso.
  • Accounting of above with SAP.
  • Operational and FO reporting.


  • Functional and technical analysis
  • Functional requirements and technical requirements gathering
  • Documentation of techno/functional requirements
  • Unit Testing
  • Configuration of Calypso module
  • Post-Implementation support



  • Strong knowledge of the Collateral management process.
  • Strong commercial experience of a contemporary Calypso version (ideally v14)
  • 2-3 years of experience with Calypso Collateral module (nice to have)
  • Good understanding of the core Calypso configuration/functionality.
  • Strong knowledge of the Collateral management process.
  • Strong knowledge in Calypso Front or Back office modules
  • Experience in decommissioning Algo will be added advantage.
  • Experience of Calypso implementations and upgrades (Calypso Fast Track as an additional benefit)
  • Experienced in functional and technical requirements gathering / documentation
  • Comfortable with test planning and execution
  • Excellent financial markets knowledge of one or more of the following (Rates, Commodities, Fixed Income, FX, Derivatives)
  • Management experience
  • Consulting experience
  • Multi-vendor project delivery experience



  • English: Advanced/Fluent

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