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, CLO’s 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 arrang...