Advisory Senior Consultant
Deloitte & Touche LLP seeks a Advisory Senior Consultant in New York, NY.
Work You'll Do
Compile and analyze data. Perform valuation of structured finance products using FAS 133 and FASB 157 fair value guidelines. Model cash flows for securitized transactions containing wide variety of underlying asset classes. Understand clients' business environment and basic risk management approaches. Demonstrate general knowledge of market trends and competitor activities, products, and service lines. Participate in decision making with engagement management and seek to understand broader impact of current decisions. Build and nurture strong client relationships. Apply technical accounting standards, financial reporting, valuation techniques and methodologies for derivatives, quantitative risk assessment and forecasting models, structured finance transactions, cash flow modeling, data integrity, data modeling, statistical sampling, capital markets transaction support and due diligence. Will commute within the New York, NY area to consult with clients concerning the above job duties.
- Bachelor's (or higher) degree in Accounting, Finance, Mathematics, Economics, Business Administration, or related field (willing to accept foreign education equivalent).
- Two years of experience performing risk analysis for hedge funds and alternative investment funds.
- Experience must include two years of:
- Calibrating stochastic models to support risk calculations and advising clients on regulatory filings;
- Modeling commodity features required for simulation, including seasonality and convenience yield and currency movements using stochastic processes;
- Performing multi-Dimensional time-zero analysis, including Greeks, duration/spread duration, key rate duration, CS01, and DV01, and Duration & Convexity analysis and Stress Tests for commodities, equities, FX, and fixed income assets;
- Performing time series analyses to measure VaR utilizing different methodologies, including parametric VaR, historical and Monte Carlo simulation, for investment portfolios;
- Calculating CAPM parameters for equities; and
- Interacting directly with client senior management to discuss engagement findings, issues, and resolution.
- Less than 10% travel outside of normal commuting distance.
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Requisition code: XSFH18FA0817NYC3
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