Nicola Serra

Calypso SME and Capital Markets Consultant with over 15 years of global experience across investment banks, CCPs, hedge funds, and asset managers. Recognized for delivering front-to-back implementations, system migrations, and regulatory transformations across diverse asset classes, including IR & FX derivatives, credit, commodities, and reinsurance-linked securities.

At U.S. Bank, led end-to-end delivery of the USD LIBOR cessation program, integrating SOFR conversion, fallback rate resets, and MarkitWire-Calypso enhancements with 50x throughput gains. Spearheaded FIX STP integrations with exchanges and broker-dealers, and automated trade capture via AEGIS SEF. 

At MassMutual, led the UMR Phase 5 program and collateral transformation, implementing Triparty and Third-Party workflows, AcadiaSoft integration, and SWIFT automation.

As a senior consultant with First Derivative, managed Calypso upgrades, assessments, and regulatory compliance across multiple clients. Key projects included Calypso cloud migration at M&T Bank, custom FO/BO upgrades at Nephila Advisors, and risk architecture reviews at Rokos Capital and TD Bank. Delivered strategic collateral, liquidity, and post-trade solutions at LCH for SwapClear, ForexClear, and CDSClear, leading large interface migrations, BMC Control-M scheduling, and Cover Distribution engine development.

Adept in Calypso (v9–18), FIX, SWIFT, and cloud-native platforms. Skilled in Python, Java, SQL, and DevOps (Git, Jenkins, Docker). Experienced in Agile delivery and managing cross-functional global teams.

I hold a Master’s and Bachelor’s degree in Computer Engineering from the University of Padua, Italy. This strong academic foundation has supported his expertise in software development, systems integration, and quantitative analytics within capital markets. His education provided deep knowledge in programming, algorithms, and distributed systems—skills he has applied extensively in Calypso development, financial system architecture, and regulatory technology solutions throughout his 15+ year career.