Senior Quantitative Developer - Private Capital Markets

Kroll

87d • $150,000 - $250,000

About The Position

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, derivatives and structured products. This is a hybrid position requiring 2-3 days on-site presence.

Requirements

• 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

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

What This Job Offers

• Career Level: Senior
• Education Level: Bachelor's degree
• Number of Employees: 5,001-10,000 employees