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Our professionals balance analytical skills, deep market insight and independence to deliver solid, defensible analysis and practical advice to our clients. As an organization, we think globally. We create transparency in an opaque world, and we encourage our people to do the same. That means when you take your place on our team, you’ll discover a supportive and collaborative work environment that empowers you to excel. If you’re ready to share your perspective with the world, then you can make a real impact here. This is the Kroll difference.
Our Financial Instruments and Technology team works on a variety of challenging assignments by which we improve our clients' ability to identify value, control, diversify, mitigate, and/or exploit risk. The team values complex assets, structured transactions, hybrid products, derivatives and real options across asset classes. It builds sophisticated risk analytics to address market, credit and operational risks.
Role Description
Our clients gain understanding of complex issues and an ability to make decisions based on rigorous analysis and industry best practices. Financial Instruments and Technology hires personnel with high technical expertise and pragmatic problem-solving capabilities.
At Kroll, your work will help deliver clarity to our clients’ most complex governance, risk, and transparency challenges. Apply now to join One team, One Kroll.
Responsibilities:
- Valuation of financial derivatives, structured products across asset classes, with focus on fixed income products, and equity and credit derivatives
- Develop, and enhance derivatives valuation models and strategies, using techniques such as PDEs, Monte Carlo Analysis and binomial trees
- Analyze financial market data and history using time series analysis and multivariate statistics
- Research and develop consistent market risk measurements for derivatives and underlying securities
- Calibration of models and estimation of parameters from market-implied and historical data
- Assist with development of technical reports, client focused marketing materials and presentations
- Assist with periodic valuation and risk advisory tasks and processes
Requirements
- Bachelors, Masters or PhD in Finance or a quantitative discipline. Knowledge of finance, mathematics and statistics as it applies to the financial markets, from an accredited college or university
- Strong analytical and problem-solving skills
- 0-2 years of experience within the valuation, modelling, structuring, or risk management space
- Effective interpersonal, comprehension and communication skills
- Ability to master new tasks quickly
- Demonstrated leadership experience and strong personal integrity
- Ability to prioritize tasks, work on multiple assignments and manage rapidly changing requirements in a team environment
- Experience with Excel required
- Programming familiarity, e.g. one or more of C++/C#/VBA/Python
- Experience of Corporate Finance and Accounting a plus
