Audit & Assurance Valuation Analytics Specialist Senior

• 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 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.