Calypso Resume

John Fry

Capital Markets & Calypso SME · Business Analyst · Program Manager

Hands-on Nasdaq Calypso subject-matter expert across sell side, buy side, insurance, and clearing — combining deep product and market knowledge with business analysis, architecture, and program leadership to deliver complex implementations, upgrades, and transformation programs.

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Professional Experience

All hands-on Calypso experience

Fintegrity LLC

Managing Partner

New York / West Windsor, NJ · 07/2014 – Present

DC-based GSE

Product owner for Calypso v17 – v18

  • Organized clients' enhancement list
  • Configured and implemented CTB enhancements and processing changes
  • Designed upgrade plan

NY-based Tier 1 Investment Manager

End-to-end real-time OMS in Calypso

  • Designed, configured, built rules, and tested 3 new OMS workflows — interfaces in from origination and compliance, out to brokers for execution, and return with execution details and trade booking
  • Designed auto account and security creation, custom allocation (combination and split)
  • Built a mechanism to create & reconcile inbound trades and send them for back-office processing
  • Reduced trader booking time by 2 hours a day

Version 17 to v18 project plan & initial testing

  • Plan and project management for upgrade to v17 — redesigned workflows and operational processes
  • Designed data migration and oversaw code optimization; reduced DB size by 90% and upgrade time from 1 year to 4 months

Boston-based Fund Manager

Product onboarding, Calypso v16 and v17

  • Onboarded new products including OIS, MBS/ABS, ELS, Commodity Swaps, and complex securities
  • Created and amended Calypso configurations: index setup, environment and domain changes, workflow, settlements, messaging, and reporting
  • Implemented and expanded integration from BBG OMS and Markit data services
  • Reduced upgrade time to about 1.5 months for MR and 5 months for full release

US Regional Bank

Calypso v16

  • Specified, designed, and implemented a Pub/Sub impact model for the SOFR index change — detailed OIS transition impact from Calypso and Numerix to retail and corporate lending
  • Developed and implemented a data lineage product mapping Calypso GUI, API, and DB
  • Extended ISO 10962 to 10962.I for indexes and 10962.P for processing

Major US Insurance Co

Calypso v16

  • Sole BA on collateral process re-design
  • Developed a Calypso testing methodology and data audit that reduced upgrade testing time by 75%
  • Configured Calypso to support collateral change from pure cash to re-hypothecated securities and optimization — estimated savings of 3.2 bps

Genpact LLC

Lead Analyst, Calypso Practice · Head of Calypso COE

New York · 11/2015 – 07/2019

Global SME for capital markets business lines interfacing with BFIS, AI apps, and digital transformation practices. Oversight of Treasury and Capital Markets engagements averaging 160 staff — Calypso managed services, upgrades, installations, CTB, and RTB.

Tier 1 French Investment Bank

Calypso v15–v16

  • Forensic examination of slow trade processing and system stability issues
  • Redesigned securities processing workflows, corporate action processing, and EOD processes
  • Re-designed Task Station setup, reporting filters, and accounting engine code to optimize account and posting creation
  • Reduced processing time from six minutes per trade to seventeen seconds

FHLB Health Check and Upgrade

Packaged and sold as a service, v16

  • Designed and implemented a system complexity and health-check model using configuration, audit, accounting, KPI, and log data
  • Detected $500M of securities missing from compliance reporting
  • Significant workflow simplification, improved test coverage, and reduced support costs

Major US Investment Bank

Total Cost of Trade system (OOTB production prototype), v16

  • Analyzed, developed, and implemented a total cost of trade system for the securities trading unit
  • Process re-design created 60% transaction processing savings and a 4 bps funding charge-back to trading
  • Surfaced missing operational costs for more exact business-line profitability

FHLB

Calypso v16–18 — repeated health checks across clients

  • Designed and implemented a system complexity and health-check model using configuration, audit, KPI, log data, SQL, and code extensions
  • Simplified processing, reporting, and system management
  • Example: detected securities missing from compliance reporting

German Clearing Bank

Multi-system optimization including Calypso v17

  • Won bid to re-imagine clearing transaction processing
  • Created models highlighting cost savings from architecture changes and system reduction
  • Re-designed clearing workflow — 400 states and over 1,200 actions
  • Rebuilt retail self-service processing

Tata Consulting Services

Chief Technical Architect

London · 01/2014 – 05/2015

Tier 1 Bank Calypso optimization — $400M, 4-year program. Consolidation across 8 instances servicing 8 business lines; analyzed and merged processes from 14,000 users in 44 countries (high-volume FX, base metal clearing, high net worth, precious metals, FI security servicing, structures and EqD, Brazil end-to-end, global settlements).

Project plan, merger structure & architecture management

  • Responsible for consolidating 12 months of on-site analysis by client teams
  • Built a transformation model to reduce instance count from 8 to 3, including costing, project plan, RTB, CTB, and staff buyout

Design Authority — governing body for Calypso extensions

  • Member of the client's governing body controlling Calypso extensions and changes
  • Designed governance workflow, roles, responsibilities, and artifacts

Infinity / CA / Calypso

Director of Professional Services — New York

New York · 07/1994 – 09/1997 & 01/2004 – 11/2010

Pre- and post-sales Capital Markets & Calypso SME. Product Manager and designer of the Infinity system — a foundation for Calypso.

Additional Engagements

Who John has worked with

  • Citi, Jefferies, FHLB, HSBC, MSIM, Wellington, RBS, JPM, Wells Fargo, MUFG, Alliance, Investec
  • Developed proprietary models for third-party project management, upgrades, health checks, and testing
  • Engaged by a Tier 1 French IB to construct and implement a Calypso skills-evaluation framework
  • 10+ Calypso implementations and upgrades; 15+ major CTB initiatives; 100+ total engagements
  • Development: global collateral spec from HSBC; full builds and prototypes for allocations, sales/trader processing, Deriv Serve/Pay setup and code; documentation and report customizations; extensive workflow rule development, product and trade validators, and Scheduled Tasks

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