Senior Associate, Complex Valuation

KPMG LLP; Santa Clara (CA); On-site; USD 110,000 - 160,000; Full time

Job summary

KPMG LLP is seeking a Senior Associate, Complex Valuation to join our Economic and Valuation Services practice with a focus on climate change and policy analysis. You will apply advanced quantitative methods to value complex financial instruments and present findings to stakeholders, clients and regulators.

The role emphasizes development of robust valuation models and staying current with industry guidance while contributing to team training and go-to-market efforts.

Qualifications

• Requires a quantitative degree in financial engineering, computational finance, applied mathematics, statistics, or equivalent.
• Experience with stochastic models for valuing complex financial instruments within a risk-neutral framework.
• Proficiency with Bloomberg, Fincad, Numerix, Matlab, and Intex preferred.
• Programming skills in VBA, C++, R, and Python; strong communication.
• Ability to present valuations to managers, clients, auditors and regulators.

Responsibilities

• Use Monte Carlo simulations and lattice models to value complex instruments.
• Present and document valuations to managers, clients, auditors and regulators.
• Develop and enhance models used by the complex securities practice.
• Stay current with valuation guidance for financial reporting, tax, and litigation.
• Support training and go-to-market initiatives of the practice.

Skills

Financial engineering

Stochastic models

Derivatives valuation

Python

C++

VBA

R

Excel

Education

Bachelor’s degree in quantitative field

Master’s degree (preferred)

Tools

Bloomberg

Fincad

Numerix

Matlab

Intex

Job description

KPMG is currently seeking a Senior Associate, Complex Valuation to join our Economic and Valuation Services practice with a focus on climate change and policy analysis.

Responsibilities:

• Use advanced financial engineering, mathematical, econometric and statistical techniques, such as Monte Carlo simulation and lattice models, to perform and review valuations of complex financial instruments including contingent consideration, put/call deal structures, stock compensation, warrants, financial derivatives (equity, interest rate, commodity, CPI, credit), embedded derivatives, debt, insurance contracts, convertible notes and other hybrid instruments


• Present / document / support complex securities valuations effectively to various stakeholders, including managers, clients, auditors and regulators


• Develop, document and enhance models to be used by the complex securities practice to perform valuations


• Understand, research and stay-current with authoritative guidance and industry best practices in the context of valuations for financial reporting, tax, and litigation purposes


• Contribute to the training of team members and go-to-market initiatives of the complex securities valuation practice

Qualifications:

• Minimum two years of recent relevant experience


• Bachelor’s degree from an accredited college or university with a focus in financial engineering, computational finance, applied mathematics, statistical or equivalent quantitative discipline; Master’s degree from an accredited college or university preferred


• Experience with stochastic models used to value complex financial instruments within a risk-neutral framework; previous experience valuing financial instruments including fixed income securities, interest rate and equity derivatives


• Experience with valuation software tools such as Bloomberg, Fincad, Numerix, Matlab and Intex preferred


• Programming skills, for example, VBA, C++, R and Python; excellent communication and presentation skills


• Strong technical aptitude, demonstrated quality service mindset and critical thinking skills; ability to navigate Microsoft Office applications, including Excel, PowerPoint, Word and Outlook