Financial Analytics and Derivatives (FAD)

Requirements: These should include essential &

desirable requirements such as:

Preferred Knowledge/Skills:

Demonstrates thorough knowledge and proven success in roles leading work streams within and participating in Valuation teams within a professional services firm that emphasizes the following areas:

Developing valuation models using option pricing theory, Monte Carlo simulation, binomial trees, contingent claims analysis, and other financial engineering techniques, especially as it applies to valuing financial instruments (i.e. fixed income securities, swaps, exotic options, convertible bonds, commodity derivatives, and other securities);

Leading work streams within and participating in client-facing project teams and engagements that focus on financial modelling, derivatives, securities valuation, risk management - identifying key assumptions and understanding the impact of various inputs into valuation models, deriving creative solutions that involve collecting and analyzing market data used in the valuation, analyzing third party valuations, challenging assumptions, and performing sensitivity analyses;

Preparing memoranda and/or reports that communicate findings and recommendations to our clients concisely and effectively.

Demonstrates thorough abilities and proven success in roles, preferably within a professional services firm, involving the following areas related to the direction of Valuation engagement teams:

Prioritizing and handling multiple tasks in a demanding deal- oriented environment;

Leading work streams and participating in client projects,

understanding a client's business and technology in order to identify, pursue, and ultimately obtain additional consulting opportunities;

Conducting independent research to gain an understanding of complex valuation issues, translating and communicating technical concepts in a manner that is understandable to clients and staff;

Performing quantitative and qualitative Valuation-related analyses and modelling, utilizing Excel VBA and/or MATLAB, as well as Bloomberg or Fincad;

Identifying and addressing client needs, including the following: actively participating in client discussions and meetings; communicating a broad range of Firm services;

Managing engagements including preparing concise, accurate documents and balancing project economics management with the occurrence of unanticipated issues;

Writing and presenting cogently for industry audiences and clients, including journal articles, practice methodologies and tools, and the writing and presentation of whitepapers;

Creating a positive environment, monitoring workloads of the team while meeting client expectations and respecting the

work-life quality of team members, including providing candid, meaningful feedback in a timely manner, and keeping leadership informed of progress;

Willingness to travel, as client assignments require it.

Level of experience

Education/qualifications

Industry experience

Technical capability

Key personal attribute

Minimum Degree Required: Master's degree

Required Fields of Study: Engineering and Business, Financial Mathematics, Mathematical Economics, Quantitative Finance

Minimum Years of Experience: 2 year(s)