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Calypso Developer, Dubai

Keywords / Skills : Calypso Developer, agile projects, FO pricing, VAR, Calypso functional modules

Posted: 2019-11-28

Software Engineer/ Programmer
Posted On
28th Nov 2019
Job Ref code
Job Description

Project Description

Calypso developer with experience of Calypso v15 and good functional / FO knowledge to work on agile projects.


be part of the support and change team to build new modules and change existing modules
Strong exposure to the funcitonal side / Front Office / products definition


Must understand Trade lifecycle, Calypso functional modules and FO market data: volatility cubes and surfaces for product pricing in each currency. Must also understand FO pricing models of the above (standard models).
Should also understand VaR and stress test calculations, in terms of downstream systesm leveraging vol surfaces and cubes.
Understanding of some greeks: Vega, Delta, Gamma and the sensitivity reports.
Nice to have
Good communication skills
Experience in other banks

  • English: Intermediate

About Company

Luxoft, a DXC Technology Company, (NYSE: DXC), is a digital strategy and software engineering firm providing bespoke technology solutions that drive business change for customers the world over. Luxoft uses technology to enable business transformation, enhance customer experiences, and boost operational efficiency through its strategy, consulting, and engineering services. Luxoft combines a unique blend of engineering excellence and deep industry expertise, specializing in automotive, financial services, travel and hospitality, healthcare, life sciences, media and telecommunications. For more information, please visit
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