What are the responsibilities and job description for the Nasdaq Calypso ERS Module Engineer (Enterprise Risk Service) position at INGENworks?
Nasdaq Calypso ERS Module Engineer (Enterprise Risk Service)
Location: Charolette, NC - Pheonix, AZ - Johnston, RI
Duration: Longterm
Required Skills
- Strong hands-on experience with Nasdaq Calypso platform
- Deep knowledge of ERS (Enterprise Risk Service) module
- Experience with risk configuration and calculation frameworks
- Strong understanding of trade lifecycle and valuation concepts
- Expertise in:
- Value-at-Risk (VaR)
- Stress Testing
- Sensitivity Analysis
- Credit Risk & Exposure Calculations
- Strong understanding of capital markets and treasury products including:
- Fixed Income
- FX
- Derivatives
- Commodities
- Strong experience in data migration and data validation
- Experience with report migration and custom risk report development
- Strong SQL / Oracle / relational database experience
- Experience working in Unix/Linux environments
- Experience with reporting tools and frameworks within Calypso
- Scripting/programming experience using Java, Python, or Shell scripting
Preferred Skills
- Experience with ERS Limits module configuration and compliance catalogs
- Exposure to XVA and advanced risk methodologies
- Experience with distributed computing and high-performance risk engines
- Knowledge of AI/ML-driven risk acceleration techniques
- Experience with AWS or Azure cloud platforms
- Understanding of ETL pipelines and data warehousing
- Experience with BI reporting tools and dashboards
- Experience in enterprise risk transformation initiatives