Calypso - Adaptive Systems, Inc (New York, NY)

Title Calypso Developer Location NYC or Chicago Rate DOE 12+ months contract Job Description Minimum 2 years of experience in integrating Market Data Curves or Pricers in Calypso or any other trading platform Previous hands on experience implementing Calypso Knowledge of curve construction pricing environment configuration pricer measures and params Knowledge in financial engineering and quantitative models including boot strapping a curve interpolations shifting curves forward rates present value calculations Understanding of Reuters market data MM Forwards Futures Swaps Domain knowledge in FX Interest Rate Derivatives Skill Sets Minimum 3 years of experience in Calypso FOMOBO Minimum 5 years of experience in Investment Banking Minimum 5 years of experience in JavaJ2EESpringHibernate Please email your resume to angeladaptivesystemsinccom

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