Senior Associate, Complex Valuation

KPMG is currently seeking a Senior Associate, Complex Valuation to join our Economic and Valuation Services practice with a focus on climate change and policy analysis.

Responsibilities:

• Use advanced financial engineering, mathematical, econometric and statistical techniques, such as Monte Carlo simulation and lattice models, to perform and review valuations of complex financial instruments including contingent consideration, put/call deal structures, stock compensation, warrants, financial derivatives (equity, interest rate, commodity, CPI, credit), embedded derivatives, debt, insurance contracts, convertible notes and other hybrid instruments


• Present / document / support complex securities valuations effectively to various stakeholders, including managers, clients, auditors and regulators


• Develop, document and enhance models to be used by the complex securities practice to perform valuations


• Understand, research and stay-current with authoritative guidance and industry best practices in the context of valuations for financial reporting, tax, and litigation purposes


• Contribute to the training of team members and go-to-market initiatives of the complex securities valuation practice

Qualifications:

• Minimum two years of recent relevant experience


• Bachelor’s degree from an accredited college or university with a focus in financial engineering, computational finance, applied mathematics, statistical or equivalent quantitative discipline; Master’s degree from an accredited college or university preferred


• Experience with stochastic models used to value complex financial instruments within a risk-neutral framework; previous experience valuing financial instruments including fixed income securities, interest rate and equity derivatives


• Experience with valuation software tools such as Bloomberg, Fincad, Numerix, Matlab and Intex preferred


• Programming skills, for example, VBA, C++, R and Python; excellent communication and presentation skills


• Strong technical aptitude, demonstrated quality service mindset and critical thinking skills; ability to navigate Microsoft Office applications, including Excel, PowerPoint, Word and Outlook