Vice President in Financial Instruments & Technology at Kroll assisting clients with complex financial instrument valuations. Leading quantitative finance team and implementing financial models for derivatives and structured products.
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
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
Benefits
Kroll is committed to creating an inclusive work environment
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