Join EY's Valuation, Modelling and Economics (VME) team as a Senior Analyst specializing in Quantitative Finance and Complex Securities Valuation. This role offers a significant opportunity to develop your career within a prestigious firm, engaging in diverse projects and benefiting from mentorship and robust learning programs. As part of a global delivery network, you will collaborate with international EY teams on innovative projects, contributing to the creation of long-term value for clients, people, and society.

This position is ideal for individuals seeking to build an exceptional career in a supportive, inclusive, and technologically advanced environment. You will play a crucial role in helping clients understand the valuation of their businesses, securities, intellectual property, and other assets. The VME group encompasses critical areas such as business valuation, financial modelling, capital equipment assessment, and complex securities analysis.

As a Senior Analyst, you will be instrumental in performing quantitative and qualitative analyses of various financial instruments, including options, warrants, fixed income securities, and derivatives. You'll apply knowledge of numerical techniques like Monte Carlo simulation, lattice models, and finite difference methods for valuation. Responsibilities include valuing instruments such as Incremental Borrowing Rate (IBR), Employee Stock Options (ESOPs), Total Shareholder Return (TSR), and Convertible Bonds.

You will develop and manage financial models for derivative pricing and valuation, create detailed financial models based on client requirements, and generate comprehensive reports. Strong written and verbal communication skills are essential for presenting findings and strategies. You will also identify business development opportunities, assist with proposals, and contribute to new business initiatives, while maintaining professional relationships with global EY offices and demonstrating teamwork within engagement teams. Staying updated on business and economic trends relevant to EY and its clients is also key.

To excel in this role, a postgraduate degree in Finance, Economics, Accounting (CA), or Business is required, coupled with 3-4 years of relevant experience. Alternatively, a Master's or PhD in Mathematics, Physics, Statistics, Computer Science, Financial Engineering, or Actuarial Science is preferred. A minimum of 4 years of experience in quantitative roles, specifically valuing complex securities like Exotic Options and Structured Products within investment banks, asset management firms, or other financial services organizations, is essential.

Furthermore, 3-4 years of direct experience using valuation methodologies such as Purchase Price Allocations (PPA), Discounted Cash Flow (DCF), Income Approach, and market comparables is necessary. Experience in financial modelling, including building models from scratch in MS Excel, is highly valued. Proficiency in Python is mandatory, with C++ and MATLAB being desirable. While not strictly required, progress towards or achievement of CFA, ASA, CPA, or similar certifications is beneficial. Strong analytical, project management, communication, and interpersonal skills are crucial.