Quantitative Valuations Vice President
Quantitative Valuations Vice President
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Job Description
Vice President Financial Instruments & Technology
Krolls Alternative Asset Advisory practice is seeking a Vice President to join a growing team of financial instruments experts that assist our clients with the valuation and modelling of complex financial instruments. Our quantitative analytics professionals work with hedge funds private equity funds credit funds and corporate finance groups to provide valuation clarity over derivatives and illiquid financial instruments which require advanced financial modelling.
We are seeking an experienced quantitative finance expert to leverage advanced analytical tools and mathematical processes in support of this highgrowth teams robust asset class expertise.
Preferred candidate backgrounds include buyside and sellside derivatives desks quantitative finance groups at banks investment banking and financial instrument consultancy.
Day to day responsibilities:
- Designing and implementing financial models for the valuation of derivatives options structured products and bespoke financial instruments
- Performing valuation analyses on a wide range of illiquid financial instruments with a particular focus on swaps employee incentive schemes embedded derivatives hedging instruments and public and private structured credit investments
- Leveraging technology in applied mathematics statistics computer science and economics to implement Monte Carlo simulations binomial trees option pricing models and securitization waterfall models
- Leading all aspects of client engagements and managing a team of junior quantitative finance professionals
- Writing technical reports and delivering analyses to fund investment and finance teams corporate management groups and board committees
Essential Traits:
- Bachelors Masters or PhD in Finance Mathematics Statistics or a related quantitative discipline
- 4 years of relevant experience at a fund investment bank consultancy or related financial services institution (Fewer years of relevant experience will be considered for candidates with higher academic qualifications such as a PhD or a second Masters degree)
- Expertise in financial valuation theory methodologies applications and the fundamentals of constructing and reviewing valuation models for complex financial instruments
- Experience leading client engagements from scoping through delivery of analysis
- Strong analytical and problemsolving skills as well as strong verbal and written communication skills
- Modelling and programming experience with Excel/VBA Python C# or C strongly preferred
- Expertise in Bloomberg Intex Numerix and PowerBI is beneficial
About Kroll:
Join the global leader in risk and financial advisory solutions Kroll. With a nearly centurylong legacy we blend trusted expertise with cuttingedge technology to navigate and redefine financial industry complexities. As part of One Team One Kroll youll contribute to a collaborative and empowering environment propelling your career to new heights. Ready to build protect restore and maximise our clients value Your journey begins with Kroll. Kroll is committed to creating an inclusive work environment. We are proud to be an equal opportunity employer and will consider all qualified applicants regardless of gender gender identity race religion colour nationality ethnic origin sexual orientation marital status veteran status age or disability.
In order to be considered for a position you must formally apply via careers.kroll
Required Experience:
Chief
Employment Type
Full-Time
