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Calypso technical Developer - Charlotte, NC
Ref No.: 17-02482
Location: Charlotte, North Carolina
Job Title                     : Calypso technical Developer
Location                     : Charlotte, NC
Position Type             : 
Contract
Rate                            : W2, C2C or 1099
US Citizen, Green Card, GC EAD, H4 EAD and TN (Not for H1b or OPT EAD).

Job Description:
Strong knowledge of Calypso, interest rate swaps, bond math and ASC 815 experience preferred to support implementation of retrospective adoption of FASB new hedging standards.  This involves structuring trades in Calypso, testing, reconciliation/attribution. Ability to Build and test trades, Analytics and regression testing.
 
Skill set:
Advanced to expert exposure to Calypso, interest rate swap and cross currency swap valuation, bond math and ASC 815 experience.