Seniors Derivatives Audit Valuation Pakistan

Karachi - Pakistan

Monthly Salary: Not Disclosed

Posted on: Yesterday

Vacancies: 1 Vacancy

Job Summary

Senior Valuations - Complex Securities

EY is seeking a Valuation Specialist to join its Assurance Valuation team. This role involves reviewing and evaluating the valuation of complex financial instruments including derivatives for audit purposes. It presents an opportunity to grow within a leading firm through diverse engagements mentoring and continuous learning.

Key Responsibilities:

Lead valuation engagements for derivatives on interest rates foreign exchange equity credit and commodity products such as interest rate swaps cross currency swaps forwards convertibles etc.

Provide valuation for fixed income securities such as treasury securities Sukuk bonds corporate loans and equity securities.

Provide expertise in valuing various structured financial products such as callable & puttable convertible bonds equity credit and FX-linked notes and securitization products such as RMBS CMBS CLOs etc.

Assess and document hedge effectiveness for different types of hedges including fair value and cashflow hedges.

Review and evaluate the valuation of complex financial instruments including:

Options warrants and share-based payments

Equity Allocation in complex capital structures

Performance Stock Unit (PSUs) awards

Convertible and Prepayable Debt securities

Contingent consideration/ Earnouts arrangements

Simple Agreement for Future Equity (SAFE) notes

Incremental Borrowing Rate (IBR)

Derivative Strategies and Structured Derivatives

Other derivatives including Employee Stock Options (ESOPs)

Develop and maintain complex financial pricing models using techniques such as Monte Carlo simulation Black-Derman-Toy model lattice techniques and finite difference methods.

Ensure compliance with accounting standards including IFRS 9 and IFRS 13.

Utilize advanced tools like Python R @Risk VBA and data sources like Bloomberg Refinitiv and S&P Capital IQ.

Communicate findings and recommendations effectively to senior management and clients.

Serve as member on engagement where responsibilities include detailed execution of valuation and modeling projects and documentation of modeling methodologies and results.

Establishing strong professional relationships with internal and external stakeholders

Actively participate in process improvement to optimize workflows and enhance valuation efficiency.

Skills and Attributes for Success:

Technical Skills:

Proficient in financial modeling and valuation techniques including DCF and Option Pricing Models.

Strong understanding of derivatives and hedge transactions.

Knowledge of accounting standards like IFRS 9 and IFRS 13.

Proficiency in programming languages such as Python and R.

Experience with data extraction and exploratory data analysis using Bloomberg Refinitiv and S&P Capital IQ.

Soft Skills:

Excellent written and verbal communication skills and competence in explaining complex financial concepts to non-technical stakeholders

Ability to mentor junior staff and enhance model creation.

Strong analytical and problem-solving capabilities.

Ability to work collaboratively with cross-functional teams.

Qualifications:

A postgraduate degree in Finance Economics Accounting (CA) or Business with 3 years of relevant experience. Background in mathematical finance at the level of a masters level degree in Mathematical Finance Mathematics of Finance Financial Engineering or Quantitative Finance is a strong plus.

Direct experience in valuation techniques and methodologies in a complex securities valuation practice advisory services or investment banking firm.

Experience in financial modeling with focus in building models from scratch in MS Excel and Python.

Candidates with Certified FRM / CFA / CQF qualification are preferred

What We Offer:

Continuous learning opportunities to develop skills for future challenges.

Flexibility and tools to make a meaningful impact.

Insights and coaching for transformative leadership.

A diverse and inclusive culture that empowers individuals.

About EY: EY aims to build a better working world by creating long-term value for clients people and society. With teams in over 150 countries EY provides assurance consulting law strategy tax and transaction services helping clients navigate complex issues.

If you meet the criteria please contact us promptly. The exceptional EY experience awaits you.

Senior Valuations - Complex SecuritiesEY is seeking a Valuation Specialist to join its Assurance Valuation team. This role involves reviewing and evaluating the valuation of complex financial instruments including derivatives for audit purposes. It presents an opportunity to grow within a leading f...