Designing and implementing financial models for the valuation of derivatives, options, structured products, and bespoke financial instruments. Performing valuation analyses on a wide range of illiquid financial instruments, with a particular focus on swaps, employee incentive schemes, embedded derivatives, hedging instruments, and public and private structured credit investments. Leveraging technology in applied mathematics, statistics, computer science, and economics to implement Monte Carlo simulations, binomial trees, option pricing models, and securitisation waterfall models. Assist with the execution of all aspects of client engagements. Writing technical reports and delivering analyses to fund investment and finance teams, corporate management groups, and board committees.
Current Degree Pursuit: Bachelors, Master’s, or PhD in Finance, Mathematics, Statistics, or a related quantitative discipline. Professional or internship experience at a fund, investment bank, consultancy, or related financial services institution is beneficial. Expertise in financial valuation theory, methodologies, applications, and the fundamentals of constructing and reviewing valuation models for complex financial instruments is essential. Communication Skills: Strong analytical and problem-solving skills, as well as strong verbal and written communication skills. Modelling and programming experience with Excel/VBA, Python, C# or C++ is beneficial. Expertise in Bloomberg, Intex, Numerix, and PowerBI is beneficial. Language Skills: Fluency in English.