Manager - Complex Securities Valuation

Complex Securities Valuation group is part of Valuation & Business Modelling sub-service line. Securities Valuation team uses sophisticated techniques from financial engineering and decision analytics to assist clients in understanding and valuing complex securities and in managing risk, for financial reporting, corporate strategy, transaction support, tax and regulatory compliance. We focus on developing innovative, reliable methodologies to fully capture the complexity of our clients- situations.

Complex Securities Valuation team works as a strategic partner to our US Complex Securities Valuation practice, working with it to provide highly efficient and value-added services to value our clients- complex financial instruments, including convertible debt, derivatives, options, warrants, etc.

Responsibilities

The main objective of the role is to manage engagements pertaining to valuation of complex securities, develop and manage teams with skills required to support these engagements, and achieve business growth by developing and maintaining strong working relationships with key decision-makers. The successful candidate will be required to perform extensive hands-on work as the engagements are of high complexity level and require one to produce highly analytical solutions.

Specific responsibilities will include:

- Manage and work on multiple engagements involving valuation of complex financial instruments such as convertible debt, options, warrants, derivatives, etc., taking a lead role in understanding clients- needs, conducting analyses and reporting results

- Develop models to value a variety of financial instruments and to analyze various business situations, using option pricing theory, fixed income and structured finance models, Monte Carlo simulation, statistical analysis, optimization, decision analysis and other techniques from the financial engineering or decision sciences literature

- Supervise, develop and mentor professionals at Staff and Senior level

- Manage a team of 3-4 valuation professionals

- Use current technology and tools to enhance the effectiveness of services provided.

- Maintain and develop positive, productive, and professional relationships with the firm's offices globally

- Identify business development opportunities and assist Partners and Senior Managers on proposals and new business opportunities

- Stay abreast of current business and economic developments relevant to our as well as client's business

The successful candidate must be committed to staying at the cutting edge of both, latest derivative valuation techniques and the financial and accounting standards that guide the use of these techniques.

Job requirements

To qualify, a candidate must have:

- Bachelor's in Engineering, Sciences or Mathematics, combined with an advanced degree (Masters or PGDM) in a quantitative discipline (Finance/Economic/Statistics)

- 6-7 years- relevant experience, of which minimum 4 years should be in quantitative analytics/financial advisory/consulting/valuation (preferably with one of the Big 4s / a leading consulting or PE firm / a specialized valuation services firms)

- Experience in valuing complex financial products, including fixed income securities, convertible debt, options, warrants, derivatives, etc., or in analyzing complex business situations using quantitative analytics, is must

- The ability to work within a given budget and schedule, providing top-quality results in a fast-paced, dynamic environment

- PC proficiency including at least one Financial Engineering or statistical software package (e.g. Matlab or Stata), Bloomberg, MS Excel/VBA, Word, and PowerPoint

- Achievement of or significant progress towards a CFA or FRM is a plus

- Excellent analytical, project-management, communication and interpersonal skills

- Supervisory experience and ability to lead teams

- Willingness and ability to travel, when necessary