Private Equity SAS Risk Management And LBO Financial Modeler

What role will you play in the team

You will function as a specialized private equity investment professional operating out of our Bhopal office, anchoring our risk assessment and leveraged buyout quantitative frameworks. Your primary objective is to construct bulletproof financial architectures, stress-test debt structures, and deploy advanced quantitative models using SAS Risk Management to safeguard our private equity portfolio against market volatility and credit default risks during buyout cycles.

What you will do

Your responsibilities require you to rigorously evaluate prospective acquisition targets by building dynamic LBO models under varying macroeconomic scenarios. You will analyze capital structures, simulate cash flow waterfalls, and assess covenant compliance using specialized quantitative software. Your outputs will directly inform investment committees on the risk-adjusted return profiles, leverage capacities, and optimal exit strategies for multi-million-dollar private equity investments across diverse industrial sectors.

Key responsibility

• Build intricate Leveraged Buyout (LBO) and DCF models from scratch, incorporating complex tax assumptions, debt schedules, and operational synergies.
• Deploy SAS Risk Management platforms and Risk Management Software to execute Value-at-Risk (VaR) calculations and portfolio stress testing.
• Conduct exhaustive sensitivity analyses on interest rate fluctuations, EBITDA growth rates, and terminal exit multiples for active buyout targets.
• Draft comprehensive risk assessment memorandums outlining downside protection mechanisms, capital allocation efficiencies, and mitigation strategies.
• Partner with portfolio company CFOs to monitor post-investment financial performance, working capital metrics, and covenant adherence.

Required Qualification and Skills

• Master's degree in Quantitative Finance, Financial Engineering, CFA charterholder progression, or MBA in Finance from a top-tier business school.
• 1 to 2 years of rigorous hands-on experience in private equity underwriting, risk analytics, investment banking, or debt restructuring advisory.
• Expert-level command over SAS Risk Management, Risk Management Software, DCF, LBO, and Valuation Techniques.
• Proficiency in programming or advanced spreadsheet modeling including Excel Macros & VBA for automation of financial schedules.
• Impeccable analytical rigor, attention to detail, and ability to thrive under high-pressure deal timelines.

Benefits Included

• Attractive annual remuneration with high-yield performance-based carry and deal completion bonuses.
• Premium health insurance package including outpatient care, critical illness riders, and annual wellness checkups.
• Generous learning and development stipend for acquiring advanced financial certifications like FRM, CFA, or specialized modeling courses.
• Structured career progression pathway with direct mentorship from seasoned private equity general partners.
• Comprehensive relocation assistance and commuter support allowances for out-of-town candidates.

A Day in the Life

Your morning kicks off by running liquidity and debt service simulations on SAS Risk Management for an active manufacturing sector buyout. Post-lunch, you interface with external accounting advisors to refine the tax assumptions within the LBO model, ensuring the debt paydown schedule is fully optimized. You wrap up the day by presenting your risk-adjusted return matrix to the investment director for inclusion in the upcoming investment committee briefing memo.