Gilles M.

I build institutional-grade financial models — LBO, DCF, credit, and real estate proformas — that hold up in an investment committee and in front of a lender. 10+ years across investment banking and private equity, with a debt capital markets specialization. WHAT I BUILD - LBO and M&A models — sources & uses, debt schedules, PIK/cash toggles, management incentive plans, returns attribution - DCF and SOTP valuations — segment builds, WACC, sensitivity and scenario tables - Credit and debt models — amortization, cash sweeps, DSCR/ICR covenant testing, revolver mechanics, refi scenarios - Fund and waterfall models — LP/GP distributions, preferred return, catch-up, tiered promote - Real estate — multifamily development, acquisition proformas, short-term rental underwriting, construction-to-perm debt - Automation — Python tooling to replace manual Excel workflows, batch reporting, data pipelines, model QA and audit scripts1 HOW I WORK Every model is built to institutional formatting conventions: inputs segregated and color-coded, no hardcodes inside formulas, live formula links throughout, and a documented assumptions tab. You get a model you can hand to a partner, a lender, or a diligence team without apologizing for it. Scope first, build second. I'll ask about the decision the model needs to support before I open Excel, and I'll tell you directly if the structure you're asking for won't answer the question. TOOLS Excel (advanced — no add-in dependencies), Python, Power BI, Tableau, PowerPoint Repeat clients across private equity, private credit, real estate sponsors, search funds, and operating companies. Send a message with your deal or your current model and I'll scope it before you hire.