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New York, New York, United States
Onsite
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Apollo is seeking an experienced modeling expert interested in joining the Investment Risk team focused on quantitative business modeling and analytics for the firm’s Credit business. This individual will join a dynamic intellectually stimulating team working on the cutting edge of credit investments.
- Develop and maintain Apollo’s in-house analytical suite of libraries such as APO Analytics in partnership with Technology.
- Develop, maintain and enhance Apollo’s risk and stress models for the credit investments undertaken by the firm.
- Maintain and enhance existing in-house risk systems in partnership with Technology.
- Build tools to analyze investment risk including valuation models for complex new investments such as exotic securities and variable annuities.
- Develop, maintain and enhance portfolio optimization models for credit investments.
- Undergraduate degree in a quantitative field is required.
- Graduate degree (MS or PhD) in a quantitative discipline such as financial engineering, mathematics, engineering, hard sciences or economics is preferred.
- Strong conceptual and mathematical knowledge of financial engineering, stochastic modeling, derivatives pricing, and risk analytics is required.
- Deep knowledge of credit markets and rates derivatives is required.
- 2-3 years of work experience in quantitative modeling or risk analytics in a financial institution is preferred.
- Strong programming skill in Python is required.
- Prior experience in developing C++ or Java pricing libraries for securities/derivatives is preferred.
- Self-starter who can learn quickly and develop creative models for a wide range of analytical problems.
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