Senior Quantitative Developer - Private Capital Markets

Senior Quantitative Developer – Private Capital Markets

Kroll’s Private Capital Markets (PCM) platform is transforming private asset valuation and portfolio workflows for alternative asset managers. We’re hiring a Senior Quantitative Developer to lead the design and implementation of financial models. You’ll partner closely with Implementation & Product teams to ship client-ready analytics and robust APIs that power nuanced financial workflows for asset classes spanning private equity, fixed income, derivates and structured products. This is a hybrid position requiring 2-3 days on-site presence.

Day-To-Day 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

Essential Traits:

• Familiarity with a range of different asset classes, such as private equity, fixed income, derivatives and/or structured products 
• Minimum 7 years of professional technical design and programming experience in C#, Python or C/C++, and object-oriented development experience. 
• BS/MS in math, hard science, quantitative finance, computer science or engineering 
• 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 
• 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 
• Proactive in collaborating, sharing knowledge and results 
• Comfortable collaborating with remote colleagues during US East Coast hours 

About Kroll

Join the global leader in risk and financial advisory solutions—Kroll. With a nearly century-long legacy, we blend trusted expertise with cutting-edge technology to navigate and redefine industry complexities. As a part of One Team, One Kroll, you'll contribute to a collaborative and empowering environment, propelling your career to new heights. Ready to build, protect, restore and maximize our clients’ value? Your journey begins with Kroll.

Kroll is committed to creating an inclusive work environment. We are proud to be an equal opportunity employer and will consider all qualified applicants regardless of gender, gender identity, race, religion, color, nationality, ethnic origin, sexual orientation, marital status, veteran status, age or disability.

In order to be considered for a position, you must formally apply via careers.kroll.com. 

Salary range for this role is $150,000 -$250,000 USD

#Li-Cm1

#Li-Remote