Senior Consultant – Complex Securities Valuation – Banking & Financial Services

Job Description:

Skill:

BVAL – Complex – Convertible Note Valuation OR Monte Carlo Simulation AND Complex Security Valuation

Experience: 5 – 10 yrs

Location:

Hyderabad, Bengaluru, Pune, Gurugram, Mumbai

Hybrid:

2 – 3 days work from office

Qualifications:

The key job responsibilities will be to:

– Conduct 409A common stock valuations and complex capital structure analyses using OPM (Black-Scholes and Monte Carlo), PWERM, and hybrid methodologies; document DLOM/DLOC assumptions with appropriate support.

– Apply and document fair value measurement methodologies under ASC 820, ASC 718, ASC 815, ASC 480, and ASC 842; ensure deliverables are defensible to external auditors.

– Support project teams in providing financial consulting services relating to preparing and auditing complex security valuations.

– Assist in the valuation of financial instruments for regulatory, financial, and 409A purposes.

– Create/assist in creating financial models, analyzing financial statements, conducting industry research, and writing reports.

– Draft client-ready valuation reports and memos including methodology rationale, model assumptions, sensitivity analyses, and concluded fair values; respond substantively to auditor and client review comments.

– Deliver high-quality valuation work products and assist other team members in India (Offices of the US), when required; and interact with internal clients and communicate with stakeholders in the US.

– Supervise and review work of junior analysts; provide structured, technical feedback to build team capability and maintain quality standards across the engagement portfolio.

– May need to work on other Consulting engagements.

– Support business development through proposal preparation, pitch materials, and thought leadership on emerging topics in financial instrument valuation.

Must Have Skills/Project Experience/Certifications:

– Strong background in mathematical finance at the Master’s level – degree in Mathematical Finance, Mathematics of Finance, Financial Engineering or Quantitative Finance, or a related technical discipline.

– Understanding financial valuation concepts is required.

– Applicants are expected to have strong analytical and computer skills.

– Quantitative analysis technical skills and experience with modeling and valuation theory (Monte-Carlo Simulations, Binomial Lattice, Black Scholes, Options Theory, Geometric Brownian Motion), and tools (Bloomberg, and S&P Capital IQ) are a plus.

– 1 – 4 years of relevant Complex Securities Valuation experience.

Good to Have Skills/Project Experience/Certifications:

– CFA Level II cleared or appeared.

– Ability to explain difficult financial modeling/valuation concepts to diverse client contacts.

– Conceptual and quantitative depth in valuation methodologies and concepts and underlying markets and models.

Education:

– Master’s level – degree in Mathematical Finance, Mathematics of Finance, Financial Engineering or Quantitative Finance, Business Administration in Finance.