The role involves designing and maintaining quantitative libraries for risk, valuation, and stress across a wide range of asset classes including structured credit and derivatives
Job Summary
The role involves designing and maintaining quantitative libraries for risk, valuation, and stress across a wide range of asset classes including structured credit and derivatives.
Candidates must ensure the accuracy of daily risk analytics by developing tools to identify issues and rectify them promptly.
Apollo is a high-growth global alternative asset manager with approximately $785 billion in assets under management as of March 31, 2025.
Matching Summary
The role involves designing and maintaining quantitative libraries for risk, valuation, and stress across a wide range of asset classes including structured credit and derivatives.
Skills & Requirements
Must-have
2+ years Front Office Quant experience
Deep expertise in credit market dynamics
Strong programming skills in Python R SQL
Experience with structured credit products
Knowledge of stochastic modeling techniques
Nice-to-have
C/C++ programming preferred
Master's degree in quantitative discipline
Model validation team experience
Ability to challenge the status quo
Strong stakeholder management skills
Key Requirements
Bachelor's degree required
2+ years quant experience in large Investment Banks or Asset Managers
Master's degree preferred in mathematics or financial engineering