
Analyst, Financial Instruments & Technology (Quantitative Valuations)
- New Delhi
- Training
- Full-time
- 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