Senior FO Calypso BA

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Warsaw, Poland

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Calypso

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BCM Industry

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29/05/2026

Req. VR-123082

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Project description

DXC Luxoft will implement Calypso as the front-to-back Fixed Income Treasury solution. The 18-month greenfield-like implementation covers the complete trade lifecycle — deal capture, settlement (KDPW, SWIFT, NBP), accounting, and regulatory reporting — configuring Polish part of Bank as a new processing organization on client existing central Calypso instance.
The project is delivered in three phases (Blueprint, Pilot Implementation, Localization) under a tri-party collaboration model between Client, DXC Luxoft, and Nasdaq.

Responsibilities
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Lead the Front Office stream, delivering all FO capabilities including deal capture, pricing, RFQ, Repo/ALM, and market data integration within the Calypso platform.

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Delivers all FO capabilities including deal capture, pricing, RFQ, and Repo/ALM

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Integrates Bloomberg TOMS and market data feeds

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Leads Front Office configuration and build activities across Stages 1-3

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Participates in FO gap analysis during Blueprint phase

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Supports Front Office workstream testing and validation

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Configures market data feeds to exchanges and pricing frameworks

Skills

Must have

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Minimum 10 years of Calypso Front Office implementation experience at Tier 1/2 banks

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Proven Calypso implementations at major banking institutions across multiple countries

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Expertise in VaR setup (Historical, Marginal, Incremental), Stress Testing, SA-CCR, FRTB

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Experience configuring Reuters RFA and Bloomberg Data License market data interfaces

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MiFID II transaction reporting and EMIR reporting experience

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OTC trade confirmations, clearing, and settlement configuration experience

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English — C2 level required;

Nice to have

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Polish knowledge

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nice to have

Other
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Languages

English: C1 Advanced

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Seniority

Regular

Luxoft Benefits*
  • Relocation options **
  • Experience in an international environment
  • Cross-cultural experience
  • Feedback culture
  • Regular appraisals
  • Annual holiday - 20 or 26 days. The duration of the leave depends on the overall seniority
  • Occasional leave - 1 or 2 days/ depending on the circumstances
  • Child care leave - 2 days or 16 hours per year
  • Absence due to force majeure - 2 days or 16 hours per year
  • Maternity Leave - 20 weeks
  • Parental Leave - 41 weeks
  • Paternity Leave - 14 days
  • Expert-led tech courses covering basic to advanced topics
  • Internal instructor-led soft skills courses
  • Comprehensive in-house self-learning resources for both soft and hard skills
  • Access to external self-learning libraries like ProQuest eBook and Udemy for Business
  • Cloud Programs: MS Cloud Academy, AWS Partner Academy, Google Cloud Academy
  • Custom Learning Programs: upskilling, reskilling, technical mentorship
  • Leadership Programs for Managers
  • Multisport card
  • Possibility to order Multisport card at the corporate rate for family members
  • LuxGood Program: wellbeing seminars, contests, relaxation sessions, yoga sessions, etc.
  • One Team Program: Buddy for each New Joiner; seminars, meeting and workplace space to support integration with local community and culture; “Hire me” workshops for partners
  • Preferential banking offer
  • Preferential car leasing offer
  • Cafeteria program discounts for shops, cinema tickets, holiday offers
  • Luxoft Social Benefit Fund: sport and recreation benefits, the possibility to receive financial support
  • Private Healthcare Insurance with unlimited access to specialists
  • Full dental support
  • Travel Insurance
  • Possibility to add private healthcare coverage for family members at the corporate rate
  • Life insurance at the corporate rate for employees and family members, including payment of the basic package for the employee by the employer
  • Reimbursement for corrective glasses
  • Many fun social activities organized by the Luxoft team offline in your city
  • Online entertainment events for whole company and local team events
  • A workplace where you’re treated with respect within a multicultural team
  • Rotation between projects and accounts
  • New career opportunities

Self-Learning Library

CSR Projects

*The acquisition of rights to the above benefits depends on the form of cooperation. Benefits apply to those employed under a contract of employment.

**Please note that relocation is not available for all open positions. At Luxoft Poland it is possible to work remotely only from the territory of Poland.

***Options offered by the Polish government.

Warsaw, Poland

Req. VR-123082

Calypso

BCM Industry

29/05/2026

Req. VR-123082

Apply for Senior FO Calypso BA in Warsaw

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