Senior Associate, Derivatives Valuation & Modeling

Scrubbed is seeking a Senior Associate to support the building of derivatives and complex product models and conduct valuations according to best practices. You will work with a Supervisor/Manager to communicate results to stakeholders and prepare valuation reports detailing scope, methodology, assumptions, findings, and conclusions.

In this role you will perform engagements involving fair value of complex instruments (options, convertibles, CDS) using Black-Scholes, lattice, and Monte Carlo