Quantitative Valuations Vice President

3 weeks ago


London, Greater London, United Kingdom Kroll Full time

Job Summary

Kroll's 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.

About the Role

We are seeking an experienced quantitative finance expert to leverage advanced analytical tools and mathematical processes in support of this high-growth team's robust asset class expertise.

Key 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

Requirements

  • Bachelors, Master's, 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
  • 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 problem-solving 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


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