Nasdaq Calypso ERS Module Engineer (Enterprise Risk Service)

Solugenix is assisting a client in their search for a Nasdaq Calypso ERS Module Engineer (Enterprise Risk Service). This is a 12+ month contract opportunity based in Charlotte, NC (Hybrid).

We are seeking a highly experienced Nasdaq Calypso ERS (Enterprise Risk Service) Engineer to support a critical transformation initiative involving data migration, report migration, and new risk report development.

The role focuses on leveraging Calypso’s ERS module to design and deliver scalable, cross-asset risk analytics covering Value-at-Risk (VaR), stress testing, and exposure monitoring across treasury and capital markets functions., ERS Implementation & Optimization

• Configure, implement, and support Nasdaq Calypso ERS (Enterprise Risk Service).
• Manage intraday and end-of-day risk calculations, including:
• Value-at-Risk (VaR)
• Stress testing scenarios
• Sensitivity analysis
• Optimize performance of risk calculations using ERS frameworks.

Data Migration & Transformation

• Lead data migration activities from legacy systems into Calypso ERS.
• Validate and reconcile migrated data to ensure accuracy and completeness.
• Collaborate with data teams to design data models and mapping strategies.
• Ensure historical data integrity for risk calculations and reporting.

Report Migration & Development

• Migrate existing risk and regulatory reports into Calypso ERS.
• Design and develop new custom risk reports and dashboards.
• Ensure reports align with regulatory standards and business requirements.
• Work with business users to refine reporting logic and visualization.

Risk Analytics & Compliance

• Implement real-time monitoring of risk exposures, limits, and compliance checks.
• Configure ERS Limits module, including:
• Counterparty exposure limits
• Concentration limits
• Investment policy rules
• Support pre-deal checks, credit exposure calculations, and scenario simulations.

Integration & Architecture

• Integrate ERS with upstream/downstream systems such as:
• Trading platforms
• Market data providers
• Treasury systems
• Support scalable architecture for real-time and batch risk processing.
• Contribute to enhancing system capabilities using advanced computation techniques.

Advanced Risk & XVA Capabilities

• Work on performance optimization techniques, including:
• Distributed computing
• Integration with advanced analytics engines
• Contribute to adoption of AI/ML-based accelerators (e.g., Chebyshev Tensor-based methods) where applicable.

Core Calypso Expertise

• Strong hands-on experience with Nasdaq Calypso platform.

Deep knowledge of:

• ERS (Enterprise Risk Service) module
• Risk configuration and calculation frameworks
• Trade lifecycle and valuation concepts

Risk & Domain Knowledge

• Strong understanding of capital markets and treasury products, including:
• Fixed income, derivatives, FX, and commodities

Expertise in:

• Market risk (VaR, sensitivities)
• Credit risk and exposure calculations
• Regulatory reporting requirements

Technical Skills:

• Strong experience in data migration and data validation.

Proficiency in:

• SQL / relational databases (Oracle preferred)
• Unix/Linux environments
• Experience with reporting tools and frameworks within Calypso.
• Knowledge of scripting/programming (Java, Python, or Shell).

Desired/Preferred Skills:

• Experience with ERS Limits module configuration and compliance catalogs.
• Exposure to XVA and advanced risk methodologies.
• Knowledge of distributed computing/high-performance risk engines.
• Familiarity with AI/ML-driven risk acceleration techniques.
• Experience with cloud platforms (Azure/AWS).
• Understanding of data warehousing and ETL pipelines.
• Experience with reporting tools (BI tools, dashboards).

Pay Range for CA, CO, IL, NJ, NY, WA, and DC: $75/hour to $135/hour. Starting rate of pay offered may vary depending on factors including but not limited to, position offered, location, education, training and/or experience., Recognized as a 2024 Top Workplace, Solugenix is proud of its inclusive culture and unwavering commitment to excellence. Our recent expansion, with new offices in the Dominican Republic, Jakarta, and the Philippines, underscores our growing global presence and ability to offer world-class technology solutions. Partnering with Solugenix means more than just business-it means having a dedicated ally focused on your success in today’s fast-evolving digital world.

Solugenix is a leader in IT services, delivering cutting-edge technology solutions, exceptional talent, and managed services to global enterprises. With extensive expertise in highly regulated and complex industries, we are a trusted partner for integrating advanced technologies with streamlined processes. Our solutions drive growth, foster innovation, and ensure compliance-providing clients with reliability and a strong competitive edge.