Quantitative Valuation Analyst

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 highly motivated individual with a strong quantitative background who is eager to develop expertise in the valuation of financial instruments.

The successful candidate will apply advanced analytical tools and mathematical techniques while working alongside experienced professionals in support of this high-growth team's expertise across a broad range of asset classes.

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

• Supporting the design, implementation and testing of financial models for the valuation of derivatives, options, structured products, and bespoke financial instruments
• Assisting with valuation analyses of a wide range of illiquid financial instruments, with a particular focus on swaps, employee incentive schemes, embedded derivatives, hedging instruments, fixed income, securitisations (such as Significant Risk Transfer/SRT) 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
• Supporting daily valuation activities across a broad portfolio of financial instruments, including validating market data and reviewing valuation outputs
• Preparing technical reports, valuation analyses and other client deliverables
• Contributing to improving automation of existing and new valuation processes