Capital Markets Risk BSA
Capital Markets Risk Business Systems Analyst (Calypso)
Type: Long-Term Contract
Location: Remote (EST hours preferred)
Start: ASAP
Duration: Multi-year program (18–24 months with extensions)
Role Overview
We are seeking a Capital Markets Risk Business Systems Analyst to support a large-scale enterprise risk platform transformation, replacing a legacy FIS/Adaptive environment with Calypso. This role will be a key contributor to a multi-year implementation supporting trading, risk, collateral management, and regulatory obligations for a U.S.-based swap dealer.
This is a hands-on role for someone with strong capital markets risk and trading domain expertise and prior experience delivering enterprise risk system implementations.
Key Responsibilities
• Support the implementation of Calypso as the enterprise risk management platform across Capital Markets
• Partner with trading, risk, compliance, and technology teams to define and deliver risk functionality
• Support risk controls, exposure calculations, and collateral management processes
• Ensure solutions align with U.S. swap dealer regulatory and reporting requirements
• Participate in Agile delivery activities including backlog grooming, testing, and production support
Required Skills & Experience
• 6+ years of experience in Capital Markets Risk
• Hands‑on experience with enterprise risk management (ERM) system implementations in a trading environment
• Strong trading domain knowledge, particularly OTC products
• Experience supporting FX, commodities, and/or derivatives
• Exposure to swap dealer regulatory requirements and risk reporting
• Collateral management experience
• Agile delivery experience (Jira, ServiceNow)
• Strong communication skills and ability to work cross‑functionally
Calypso experience is highly preferred; however, deep implementation experience with comparable platforms (e.g., Murex) will be considered.
Nice to Have
• Calypso risk configuration and implementation experience
• FX and commodities specialization
• Prior experience replacing or modernizing legacy risk platforms
• Derivatives risk modeling exposure
Type: Long-Term Contract
Location: Remote (EST hours preferred)
Start: ASAP
Duration: Multi-year program (18–24 months with extensions)
Role Overview
We are seeking a Capital Markets Risk Business Systems Analyst to support a large-scale enterprise risk platform transformation, replacing a legacy FIS/Adaptive environment with Calypso. This role will be a key contributor to a multi-year implementation supporting trading, risk, collateral management, and regulatory obligations for a U.S.-based swap dealer.
This is a hands-on role for someone with strong capital markets risk and trading domain expertise and prior experience delivering enterprise risk system implementations.
Key Responsibilities
• Support the implementation of Calypso as the enterprise risk management platform across Capital Markets
• Partner with trading, risk, compliance, and technology teams to define and deliver risk functionality
• Support risk controls, exposure calculations, and collateral management processes
• Ensure solutions align with U.S. swap dealer regulatory and reporting requirements
• Participate in Agile delivery activities including backlog grooming, testing, and production support
Required Skills & Experience
• 6+ years of experience in Capital Markets Risk
• Hands‑on experience with enterprise risk management (ERM) system implementations in a trading environment
• Strong trading domain knowledge, particularly OTC products
• Experience supporting FX, commodities, and/or derivatives
• Exposure to swap dealer regulatory requirements and risk reporting
• Collateral management experience
• Agile delivery experience (Jira, ServiceNow)
• Strong communication skills and ability to work cross‑functionally
Calypso experience is highly preferred; however, deep implementation experience with comparable platforms (e.g., Murex) will be considered.
Nice to Have
• Calypso risk configuration and implementation experience
• FX and commodities specialization
• Prior experience replacing or modernizing legacy risk platforms
• Derivatives risk modeling exposure