Vali was the youngest son of Odin and his third wife, the giantess Rind. When Balder was unintentionally killed by his twin brother Hod, Vali was born to avenge his death. Vali is one of the few gods that will survive the battle of Ragnarok.

"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."