Complex Securities Valuation - Consultant / Senior Consultant

Role & responsibilities

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 Deloitte US and Deloitte India (Offices of the US) 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

Preferred candidate profile

• 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.
• 1-8 years of relevant Complex Securities Valuation experience