Little is known about Vali, except that he is a son of Odin and his giant mistress Rind. When Balder was killed unintentionally by his twin brother Hod, Vali was born to avenge his death.

“In the west Rind will give birth to Vali.
Merely one night old he will avenge the son of Odin.
He will not wash his hands, nor will he comb his hair
until Balder’s murderer burns at the stake.”