Open role
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