Audit Services - Valuation

Responsibilities:

• Serve as a team member for the Valuation & Analytics practice focusing on independent pricing of financial instruments and building and executing data analytics to support audit objectives.
  
• Utilize vendor data and tools such as Capital IQ Refinitiv Eikon Markit SuperDerivatives FinMechanics among others.
  
• Execute detailed valuation and modeling projects documenting methodologies and results.
  
• Prepare audit documentation for valuations.
  
• Collaborate with audit teams across various companies and industries.
  
• Handle price challenges from the audit team explaining complex financial modeling and valuation concepts to diverse audiences and experts at different clients.
  
• Build and manage relationships and communication with audit team members.
  

Educational Qualification:

• Financial Engineering Quantitative Finance BE/BTech MBA (Finance) or Statistics.
  

Skills Required:

• Strong candidates with an engineering mathematics or statistics background and/or relevant work experience in financial services and capital markets will be considered.
  
• Candidates with a background in probability and statistics and those holding CFA/FRM/PRM designations are preferred.
  
• Knowledge of financial derivatives structured products and energy and commodities including detailed knowledge of valuation models and techniques is advantageous.
  
• Experience handling large datasets related to interest rates FX credit and equity from different market vendors is a plus.
  
• Strong analytical and computer skills including experience with quantitative analysis tools like Refinitiv Markit Capital IQ Bloomberg Monte Carlo Simulation tools (e.g. Crystal Ball and @Risk) FinCAD Numerix Savysoft TOPS Principia SuperDerivatives.
  
• Background in mathematical finance at a Master s level degree or equivalent in Mathematical Finance Financial Engineering or Quantitative Finance is highly valued.
  
• Proficiency in programming languages including SAS Python and R is highly desired.
  
• Familiarity with financial markets financial instrument valuation (including derivatives and structured products) trading deal structuring or risk management is desired.
  
• Experience with Asset Liability Management (ALM) or Counterparty Valuation Adjustment (CVA) is a plus.
  
• Experience with SPAN/clearing/margin models is a plus.
  
• Strong presentation consulting project management client and mentoring skills.
  
• Ability to explain complex financial modeling and valuation concepts to diverse audiences and experts at various clients.
  
• Related consulting experience is a plus.