Calypso Securities Financing

August 2002 – July 2003

Role: Senior Developer

Project: Calypso implementation for securities financing STP settlement


  • Implementation of the Calypso trading system for straight-through-processing of repo and securities lending trading.
  • First financial institution to bring repo and security lending settlement live using Calypso.
  • Active development of numerous enhancements and adjustments to Calypso.
  • Development of a flexible XML-driven SWIFT message formatter.
  • Design and implementation of interfaces to other systems for confirmation and registration messages, account postings, reconciliations, static data feeds, etc.
  • The integration of Calypso into a very heterogenous banking infrastructure on such a tight time-scale required a rapid understanding of diverse technologies and close coordination with many units within the bank.

Hardware: VCS Clustered Sun 4500, IBM RS/6000
Operating systems: Solaris, AIX
Software: Calypso V6, Oracle 8i, Informix 9.21, Java, SQL, JDBC, XML, JMS, JNDI, Junit, MQSeries, SWIFT, OpenAdaptor, Merva, CVS