Partner
CurrentSubject matter expertise:- Valuation of multiple classes of complex securities (fixed income, FX, commodity, equity derivatives, convertible bonds, crypto contracts) using quantitative, custom built models (simulation/binomial trees/option pricing).- Valuation of early stage company securities with complex capital structures.- Model validation for regulatory purposes through benchmarking and independent analysis.- Risk management and hedge effectiveness analysis for portfolios of derivatives.- Structuring of financing mechanisms to achieve economic and tax/accounting objectives.- Applying data analytics/machine learning techniques to valuation models.