About this role
Project description
Work on quality assurance and testing of the Calypso trading platform (v16+) across Rates, Credit, Fixed Income, Derivatives, and Backoffice. The role involves end-to-end functional, regression, UAT, and batch/EOD testing covering trade lifecycle, pricing, market data, settlements, accounting, reporting, and reconciliation. The position will collaborate with BA, development, environment, and operations teams throughout release cycles.
Responsibilities
- Design, execute, and maintain functional, regression, and UAT test cases for Calypso.
- Test trade capture, pricing, lifecycle events, settlements, confirmations, accounting, and backoffice processing.
- Validate EOD and scheduled batch processing, including scheduled tasks, engines, jobs, logs, and task status.
- Test market data setup and consumption, including curves, quotes, feeds, and valuation inputs, and validate their impact on pricing, P&L, and reports.
- Test Fixed Income products such as bonds and repos, including related reporting and reconciliation flows.
- Test Rates/Credit Derivatives covering trade lifecycle and valuations.
- Perform trade, position, cash, and report reconciliation between Calypso and downstream/related systems.
- Analyse release-to-release and environment-to-environment differences across trades, reports, extracts, CSV/XML files, and other outputs.
- Raise clear, evidence-based defects and support defect triage through closure.
- Execute and monitor Jenkins jobs for regression packs, batch runs, test environments, and file comparisons.
- Use SQL to validate trade attributes, static data, market data, and post-batch results.
- Use Linux for log analysis, file handling, job monitoring, and basic environment troubleshooting.
- Support test planning, change-request coverage, regression execution, and test summary/sign-off activities.
- Work closely with BA, development, environment, and operations teams during releases.
Skills
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Must have
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4–12 years of overall experience in software testing/QA.
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Mandatory hands-on Calypso testing experience on Calypso v16 or higher.
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Strong understanding of Calypso trade lifecycle, static data, and relevant Calypso modules.
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Hands-on experience with Calypso EOD/batch processing and scheduled tasks/jobs.
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Experience in functional and regression testing of trading/markets applications.
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Strong understanding of at least relevant areas across Fixed Income, Rates/Credit Derivatives, and Backoffice.
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Experience validating trade, position, cash, reports, extracts, and reconciliation results.
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Ability to analyse test failures and reconciliation breaks and identify business/technical root causes.
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Strong test-case design, execution, defect management, and release testing experience.
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Ability to work effectively within tight, release-driven regression cycles.
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Nice to have
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SQL for trade, position, market data, and batch-result validation.
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Linux/Unix skills for logs, files, processes, and job troubleshooting.
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Jenkins experience for CI/CD, regression, and batch job execution/monitoring.
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Market data knowledge covering curves, FX, bonds, credit spreads, and feeds.
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Domain knowledge of Fixed Income, Derivatives, Backoffice, pricing, P&L, CSA/collateral, and trade reconciliation.
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Experience with regression comparison tools, CSV/file-diff utilities, or Calypso QA automation.
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Exposure to related platforms/interfaces such as Murex, MarkitWire, Bloomberg, or schedulers such as Control-M.
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Bachelor’s degree in Computer Science, Engineering, Finance, or equivalent practical experience.
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Other
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Languages
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English: B2 Upper Intermediate
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Seniority
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Senior
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Gurugram, India