Responsibilities: Use advanced financial engineering, mathematical, econometric and statistical techniques, such as Monte Carlo simulation and lattice models, to perform and review valuations of complex financial instruments including contingent consideration, put/call deal structures, stock compensation, warrants, financial derivatives (equity, interest rate, commodity, CPI, credit), embedded derivatives, debt, insurance contracts, convertible notes and other hybrid instruments. Experience with stochastic models used to value complex financial instruments within a risk-neutral framework; previous experience valuing financial instruments including fixed income securities, interest rate and equity derivatives.