TMT Healthcare sector

Responsible for interest rate and currency derivatives portfolio management

• Structured and valued contingent consideration (Earnout) in M&A based on different performance conditions and payoff structures according to ASC 820. • Assisted clients with equity derivatives valuation including warrants, employee stock options and embedded derivatives including conversion and early redemption features. • Advised clients with the interest rate and commodity derivatives valuation including municipal bonds, convertible bonds, structured products, natural gas swing options.• Established and calibrated valuation models including Monte Carlo simulation, binomial lattice model, Risk Neutral seniority adjustment etc.