Kroll’s Private Capital Markets (PCM) platform is transforming private asset valuation and portfolio workflows for alternative asset managers. The company is looking to hire a Senior Quantitative Developer to lead the design and implementation of financial models.
Requirements
- Minimum 7 years of professional technical design and programming experience in C-Sharp, Python or C/C++, and object-oriented development experience.
- Asset valuation, risk analysis or similar algorithm implementation experience
- Ability to effectively design, debug, test and optimize financial models
- Demonstrated ability to program complex analytics (through samples provided)
- Demonstrated ability to abstract and document code (through samples provided)
- Experience using git for version control and/or Azure DevOps experience appreciated
Responsibilities
- Work with an experienced team to help design and build multiple new financial models and associated code, from conception to either internal or client-facing deployment
- Develop scalable, high-performance valuation models and frameworks for different asset classes working with other financial domain experts
- Integrate new modeling techniques and approaches into existing analytics libraries
- Own model-serving and analytics integration: expose model inputs/outputs via APIs, orchestrate runs, manage scaling and caching, and ensure consistent results across environments
Other
- This is a hybrid position requiring 2-3 days on-site presence.
- Familiarity with a range of different asset classes, such as private equity, fixed income, derivatives and/or structured products
- Able to explain complex concepts at various levels, in writing and orally
- Excellent collaboration/communication across engineering, product, quantitative development, and client-facing teams
- Natural problem solver; enjoy figuring out loosely specified, complex problems
