997 skills · sorted by relevance
Analyzes special dividend catalysts with balance sheet capacity, tax efficiency, and shareholder return comparison analysis. Use when modeling special dividends, evaluating capital return catalysts, or assessing dividend capacity.
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Prices FX options and exotic structures with Garman-Kohlhagen, local volatility, and stochastic volatility models. Use when pricing FX derivatives, evaluating FX options, or modeling cross-currency products.
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Calculates dilutive impact of equity issuance on existing shareholders with EPS, ownership, and NAV per share analysis. Use when modeling dilution, communicating shareholder impact, or comparing capital raise alternatives.
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Structures secondary direct transactions with pricing methodology, transfer restriction analysis, and ROFR navigation. Use when modeling secondary purchases, pricing founder/employee shares, or structuring tender offers.
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Builds regime detection models with hidden Markov, threshold, and Bayesian change-point methodologies for strategy adaptation. Use when modeling regime changes, detecting market shifts, or adapting strategies to market conditions.
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Assesses energy transition investments with battery storage, grid modernization, EV charging, and hydrogen infrastructure analysis. Use when modeling energy transition assets, evaluating storage economics, or analyzing grid infrastructure.
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Builds default probability and recovery rate models with industry data, structural analysis, and loss-given-default estimation. Use when modeling credit losses, estimating recovery values, or analyzing default scenarios.
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Calculates potential future exposure and CVA with simulation-based approaches and netting agreement analysis. Use when modeling counterparty exposure, calculating CVA/DVA, or assessing counterparty risk.
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Structures dividend recap analysis with leverage impact, credit agreement compliance, and return enhancement calculation. Use when modeling dividend recaps, evaluating interim distributions, or analyzing recapitalization options.
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Builds probability-weighted valuation models with multiple exit scenarios, timing assumptions, and risk-adjusted returns. Use when building growth equity valuations, modeling scenario-weighted outcomes, or analyzing risk-adjusted returns.
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Builds revolving securitization models with replenishment criteria, early amortization triggers, and portfolio composition limits. Use when modeling revolving structures, analyzing credit card ABS, or evaluating asset purchase criteria.
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Builds depletion models with production decline, reserve replacement economics, and terminal value analysis for finite-life assets. Use when modeling depletion, analyzing resource longevity, or evaluating reserve life economics.
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Builds fund economic models with sensitivity across deployment pace, exit multiples, and fee/carry structures for LP and GP returns. Use when modeling fund economics, projecting LP net returns, or analyzing fee-adjusted performance.
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Analyzes construction risk with EPC contract review, delay and cost overrun scenarios, and completion guarantee structures. Use when modeling construction risk, evaluating EPC terms, or stress testing project timelines.
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Builds strip and tail-end fund models with remaining portfolio analysis, unfunded obligation treatment, and duration-adjusted pricing. Use when modeling strip deals, evaluating tail-end portfolios, or analyzing remaining value.
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Structures fresh-start accounting analysis with reorganization value allocation, new basis determination, and emergence balance sheet. Use when modeling fresh-start accounting, preparing emergence financials, or allocating reorganization value.
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Builds growth equity return models with minority/majority economics, participation rights, and preference stack analysis. Use when modeling growth equity returns, projecting minority investment outcomes, or analyzing preference structures.
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Analyzes intraday volatility dynamics with open/close effects, lunch-time patterns, and event-driven volatility estimation. Use when modeling intraday volatility, timing order execution, or analyzing time-of-day effects.
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Builds CPR/CDR/severity vectors with scenario analysis across interest rate and economic environments. Use when modeling prepayment behavior, projecting default scenarios, or stress testing pool performance.
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Evaluates fund-of-funds secondary transactions with layer-on-layer fee analysis, double-carry impact, and net return adjustment. Use when pricing FoF secondaries, analyzing fee drag, or modeling net LP economics.
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Structures PPA analysis with tangible/intangible asset identification, useful life estimation, and goodwill calculation. Use when modeling purchase accounting, allocating deal price, or estimating amortization impact.
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Builds project finance models with construction period draws, operational cash flows, DSCR covenants, and sculpted debt repayment. Use when modeling project finance, calculating debt service coverage, or structuring project lending.
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Builds pricing models for barrier, Asian, lookback, and other path-dependent options with Monte Carlo simulation. Use when pricing exotic options, modeling complex payoffs, or evaluating structured product components.
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Builds CLO waterfall models with coverage tests, reinvestment criteria, and distribution allocation across tranches. Use when modeling CLO structures, analyzing OC/IC tests, or projecting tranche returns.
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