layiq

/la·yiq/adjective

worthy; deserving; fitting; suitable.

A role, opportunity, or path that merits attention, time, and pursuit.

Valuations - Senior Analyst / Associate at Arena Investors I Quaestor Advisors | LAYIQ

Complex Financial Instrument Valuations
– Lead and own fair value engagements for a broad range of financial instruments, including:
◦ Exotic/structured derivatives (options, or option-linked instruments)
◦ Fixed income: corporate bonds, leveraged loans, and distressed/illiquid debt
◦ Equity-linked and hybrid instruments: convertible bonds, warrants, and preferred equity with complex features
◦ Options and contingent claims across public and private underlying assets
– Build, maintain, and critically review valuation models - including DCF, binomial lattice, Monte Carlo simulation, Black-Scholes and its extensions, and reduced-form/structural credit models
– Select and justify appropriate methodologies given instrument complexity, liquidity, observability of inputs, and applicable accounting guidance
– Calibrate models to market data and perform robust sensitivity and scenario analysis
– Source and analyze market data inputs including yield curves, credit spreads, implied volatilities, and prepayment assumptions
Accounting Standards & Financial Reporting Support
– Apply and interpret relevant US GAAP accounting standards as they govern fair value measurement and financial instrument reporting, including:
◦ ASC 820 (Fair Value Measurement): Level 1/2/3 hierarchy, principal market, highest-and-best-use, unit of account, and Day 1 P&L considerations
◦ ASC 946 (Investment Companies): NAV-basis reporting, fair value for fund portfolios, and related disclosure requirements
◦ ASC 825 (Financial Instruments): fair value option elections and related disclosure
– Partner with external auditors and fund administrators on fair value sign-offs, Level 3 roll-forwards, and valuation committee presentations
– Prepare and review technical memoranda documenting valuation conclusions, methodology rationale, and accounting treatment linkages
– Assist portfolio companies or clients in designing and implementing valuation policies consistent with applicable standards
Team & Engagement Leadership
– Lead engagement workflow end-to-end: scoping, timeline management, model review, quality control, and final deliverable
– Mentor and review the work of junior Analysts and Associates on the Valuations team
– Act as a primary point of contact for internal portfolio teams and external clients on instrument-level valuation questions
– Communicate valuation conclusions clearly to non-technical stakeholders including CFOs, controllers, and audit committees

Valuations - Senior Analyst / Associate

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