Job description

The Calypso Product Engineer role focuses on front-to-back implementation, configuration, and maintenance of the Calypso trading and risk management platform within an investment banking environment. The position requires extensive knowledge of Calypso architecture, APIs, and modules, with hands-on experience implementing Calypso SSE, enterprise risk system (ERS), limit frameworks, and Value at Risk (VaR) setups. The role covers multiple asset classes including Fixed Income, Money Market instruments, Interest Rate derivatives, FX derivatives, Credit derivatives, and non-linear derivatives. The engineer works with the latest Calypso versions (minimum V15.2), performs Java-based custom development, manages Oracle PL/SQL data interactions, and supports integration with market and trade data sources such as Bloomberg SAPI, Reuters feeds, TOMS, and Deal Tracker. The role includes configuring market data curves, P&L and accounting setups, workstation environments, and back-office operations such as settlements, static data, messaging, and transfers. The engineer also supports Open API integrations, application server configurations, network-level troubleshooting, and system performance stability while collaborating with multiple teams and engaging senior stakeholders on technical and architectural decisions.