Project description

An opportunity is available for a Collateral Migration Business Analyst to join our client, a leading Australian Financial Institute, to lead the migration of collateral management from a legacy system to Calypso. This role is a key contributor to a major post-trade transformation program, responsible for designing and delivering the end-to-end data migration strategy — moving existing collateral exposures, static data and cash positions into Calypso while ensuring data integrity, reconciliation and a controlled cutover into the client's clearing and settlement ecosystem.

Responsibilities

Design the end-to-end collateral migration strategy for moving data from the legacy system into Calypso, including migration approach, sequencing, controls and success criteria.

Migrate existing trade data into Calypso as Collateral Exposure trades, ensuring correct representation of collateral positions in the target platform.

Lead source-data discovery, data extraction, source-to-target mapping and transformation rules for static and transactional data.

Define and execute migration of static data — Counterparty, Standard Settlement Instructions (SDI) — and existing cash positions.

Set up and validate margin call contracts, including pricing, allocations, netting rules and eligibility, within a CCP collateral management context.

Build and maintain Calypso upload templates; manage loading, reconciliation and data-quality validation between source and target.

Prepare and own the migration run book, covering pre-migration checks, load sequence, validation gates, rollback and post-load reconciliation.

Lead end-to-end stakeholder configuration and coordination across business, operations, technology and vendor teams.

Participate in API design to integrate Calypso collateral data with upstream and downstream systems.

Plan and run dress rehearsals and cutover, acting as decision maker for migration sequencing.

Define controls, reconciliation checkpoints and success criteria; support defect resolution and production validation through go-live.

Skills

Must have

10+ Years in Capital markets with 5+ years hands-on experience with Calypso preferable on migration of Collateral including contracts, static/reference data and Cash / Security positions.

Strong understanding of collateral management implementation for a Central Clearing Party (CCP).

Experience configuring Calypso collateral agreements (IM/VM, GMRA), haircut/threshold/MTA parameters and eligible collateral schedules.

Proven prior data-migration experience — migrating trade/collateral data into Calypso, including loading as "Collateral Exposure" trades.

Strong data analysis skills with SQL for extraction, reconciliation and data-quality validation.

Experience in source-to-target mapping, transformation rules and defining data-quality rules.

Understanding of margin call contract setup, pricing and collateral/security and cash allocations.

Experience designing migration approach, run books, controls and success criteria.

Cutover and validation experience — dress rehearsals, cutover execution and post-migration reconciliation.

Ability to own migration sequencing decisions and coordinate across business and technology stakeholders.

Strong analytical skills and clear communication with business and technology teams.

Nice to have

Experience participating in API design / integration between Calypso and other systems.

Knowledge of CCP clearing and settlement processes, margining frameworks and regulatory requirements.

Technical knowledge of SQL, XML or Java for data analysis and issue investigation using application server logs.

Experience with Calypso integrations for SWIFT messaging.

Experience working with global, distributed stakeholder teams.

CFA or FRM certification, or equivalent postgraduate qualification in Finance/Risk

Other

Languages

English: C2 Proficient

Seniority

Regular

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