It Solutions Developer
Worked on implementation of Calypso Trading System that provides support for booking, valuation, and risk management of various OTC instruments. • Development of Calypso custom reports, risk analyses, scheduled tasks • Development of automated feeds for money market rates, futures prices, swap rates, FX rates, bond prices, credit spreads, basis spreads etc.• Customization of trade booking interfaces for various OTC instruments, including vanilla and cross-currency swaps, credit default swaps, total return swaps, asset swaps, interest rate and credit default swaptions, FX derivatives, exotic derivatives etc.• Participated in upgrading of Calypso application to versions 7, 8, 9, 11, and 13• Managed development and testing environments for Calypso application on Unix Servers• Managed Calypso binaries on DataSynapse• Developed and configured trade confirmation and rate reset messages in Calypso using email and fax mediums.• Implemented trade workflow and validation rules in Calypso