Quantitative Valuation Analyst
Core
Design, implement, and test financial models for valuing complex derivatives, options, structured products, and illiquid instruments.
Role type
Quantitative Valuation Analyst
Builds
Valuation models and technical reports for hedge funds, private equity, and corporate finance clients.
Domain
Financial services / Quantitative finance
Deliverable
production ML models | product features
Required skills
Financial valuation theory, Monte Carlo simulations, option pricing models, securitisation waterfall models, Python, C#, C++, Excel/VBA, Bloomberg, Intex, Numerix, PowerBI
Preferred skills
Options and derivatives expertise, quantitative finance background, statistics, experience at a fund or investment bank
Responsibilities
Design and test financial models for derivatives and structured products; Perform valuation analyses on swaps, employee incentive schemes, and embedded derivatives; Validate market data and review valuation outputs; Prepare technical reports and client deliverables; Contribute to automating valuation processes
Seniority
Analyst, entry-level IC