S&T-V&M-Senior Consultant-BVAL Complex security

Senior Consultant Complex Securities Valuation

Service Line: Strategy & Transactions | Valuation & Modeling
Experience: 4–8 years of relevant experience

Position Summary

We are seeking an experienced finance professional to join our Valuation & Modeling team, specializing in complex securities valuation. The role involves leading and reviewing quantitative valuation models, conducting 409A common stock valuations, analyzing complex financial instruments, and preparing high-quality valuation reports for US-based clients.

The ideal candidate will possess strong expertise in mathematical finance, complex securities valuation methodologies, and US GAAP financial reporting requirements, along with experience reviewing deliverables and mentoring junior team members.

Key Responsibilities

• Conduct 409A common stock valuations and complex capital structure analyses using OPM, Black-Scholes, Monte Carlo simulation, PWERM, and hybrid methodologies.
• Value complex financial instruments, including derivatives, convertible securities, contingent consideration, equity securities, and stock-based compensation.
• Apply fair value measurement methodologies under relevant US GAAP standards, including ASC 820, ASC 718, ASC 815, ASC 480, and ASC 842.
• Build, validate, and review quantitative financial models, ensuring accuracy and appropriate documentation of assumptions.
• Evaluate DLOM and DLOC assumptions and perform sensitivity and scenario analyses.
• Prepare and review client-ready valuation reports and technical memos, documenting valuation methodologies, assumptions, and conclusions.
• Respond to client and external auditor queries and ensure valuation deliverables meet quality and compliance standards.
• Conduct financial statement analysis, industry research, and market assessments to support valuation conclusions.
• Collaborate with global teams and communicate valuation findings effectively to US-based stakeholders.
• Supervise, mentor, and review the work of junior analysts, providing technical guidance and constructive feedback.
• Support project planning, estimation, execution, and timely delivery of high-quality work products.
• Contribute to proposals, pitch materials, and thought leadership on emerging valuation topics.

Required Qualifications

• Master's degree in Mathematical Finance, Mathematics of Finance, Financial Engineering, Quantitative Finance, or a related quantitative discipline.
• 4–8 years of relevant experience in complex securities valuation or financial instrument valuation.
• Strong understanding of financial valuation theory, options pricing, and quantitative modeling.
• Hands-on experience with 409A valuations and complex capital structure analysis.
• Proficiency in valuation methodologies such as OPM, PWERM, Black-Scholes, Monte Carlo simulation, and binomial lattice models.
• Knowledge of US GAAP fair value measurement and applicable financial reporting standards.
• Experience reviewing financial models, preparing valuation reports, and addressing auditor review comments.
• Strong analytical, problem-solving, communication, and report-writing skills.
• Demonstrated ability to review junior team members' work and maintain high-quality deliverables.

Preferred Qualifications

• CFA Level II cleared or appeared.
• Experience with Bloomberg, S&P Capital IQ, or similar financial research platforms.
• Experience valuing derivatives, convertible securities, stock-based compensation, and other complex financial instruments.
• Ability to explain complex valuation concepts to clients and cross-functional teams.

Key Skills

Complex Securities Valuation | 409A Valuation | OPM | PWERM | Black-Scholes Model | Monte Carlo Simulation | US GAAP | ASC 820 | ASC 718 | Financial Modeling | Derivatives Valuation

Preferred candidates: Professionals with hands-on complex securities valuation experience, strong quantitative finance expertise, and a proven ability to review valuation work and mentor junior team members.