Hybrid Vice President, Quantitative Valuations

Posted last month

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About the role

  • 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
  • Equal opportunity employer

Job title

Vice President, Quantitative Valuations

Job type

Experience level

Lead

Salary

Not specified

Degree requirement

Postgraduate Degree

Tech skills

Location requirements

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