First Derivative is a global leader in consulting, business services and technology. We are the home for diverse thinkers and innovators. We know that our people are vital to our success, and we are proud of the diverse and vibrant team we have built across the globe. With over 3000 employees globally, we are committed to hiring top talent, creating an environment where they can thrive, and recognizing and rewarding their dedication as they progress within the company.

To meet the growing demand for our First Derivative services, we are looking to add to our Global Calypso Teams.

Must have:

• Prior experience working on Calypso projects or Calypso platform related work.

We are interested in speaking with candidates from a range of Calypso backgrounds but ideally, we are looking for experience with one or more of the following:

• Business Analyst or Technical background working on Calypso projects.
• Good knowledge of asset classes available within the Calypso product suite.
• Experience supporting the Calypso platform across Front, Middle and Back Office.
• Experience working with Calypso v17 is a plus.
• Experience with Back Office: should have good understanding of various Calypso modules including Messaging Framework, Settlement (SWIFT), Accounting and Scheduled Tasks.
• Experience with Front Office: Interest Rate Derivatives, Fixed Income, Credit Derivatives, Interest Rate Options, Pricing & Valuation, Reporting, Workflows, Equities, Commodities, Market Data, Trade Capture, Pricing and Risk

Salary Range: $70,000 - $180,000 USD

About us:

We’re a leading provider of products and consulting services to the capital markets industry, with over 3000 staff globally. First Derivative (FD) is a provider of high-performance time series database software to a variety of industries as well as regulatory and IT consulting services to the capital markets industry. The combined proposition gives FD a differentiated offering within capital markets, an industry increasingly challenged by regulation and data management.

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