Quantitative Valuations Senior Associate

Kroll; Greater London; On-site; GBP 40,000 - 60,000; Full time

Job summary

A global advisory firm is seeking an Analyst to join their Alternative Asset Advisory practice. The role involves designing and implementing financial models for the valuation of complex financial instruments, performing valuation analyses, and leveraging technology for statistical applications. Candidates should have a strong academic background in Finance or related fields, alongside analytical and programming skills. This role offers a collaborative environment fostering career growth and innovation.

Qualifications

• Expertise in financial valuation theory and methodologies.
• Experience in financial services institutions is beneficial.
• Strong modelling and programming experience.

Responsibilities

• Design and implement financial models for valuation.
• Perform valuation analyses on illiquid financial instruments.
• Leverage technology for Monte Carlo simulations and pricing models.
• Assist with client engagements and deliver analyses.

Skills

Analytical skills

Problem-solving skills

Verbal communication

Written communication

Education

Bachelor's degree in Finance or related field

Master’s or PhD in Finance, Mathematics, Statistics

Tools

Excel/VBA

Python

C#

Bloomberg

PowerBI

Job description

Kroll’s Alternative Asset Advisory practice is seeking an Analyst 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 a quantitative finance professional to leverage advanced analytical tools and mathematical processes in support of this high-growth team’s robust asset class expertise.

Preferred candidate backgrounds include options and derivatives, quantitative finance, and statistics.

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 securitisation waterfall models.
• Assist with the execution of all aspects of client engagements.
• 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.
• Professional or internship experience at a fund, investment bank, consultancy, or related financial services institution is beneficial.Expertise in financial valuation theory, methodologies, applications, and the fundamentals of constructing and reviewing valuation models for complex financial instruments is essential.
• 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++ is beneficial.
• 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 century-long legacy, we blend trusted expertise with cutting-edge technology to navigate and redefine financial industry complexities. As part of One Team, One Kroll, you’ll 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.com