Senior Associate, Complex Valuation & Climate Risk

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 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.