Principal, Consumer Finance Investment Strategy

Apollo Global Management, Inc.

Los Angeles, California, United States
Base: $300,000; bonus: discretionary annual bonus ...
Consumer credit modeling expertise
Cash flow waterfall engine development
Python sql r programming proficiency
This role serves as the domain expert for consumer finance, owning the end-to-end quantitative framework for modeling loan pools across securitized and whole loan portfolios

Job Summary

  • This role serves as the domain expert for consumer finance, owning the end-to-end quantitative framework for modeling loan pools across securitized and whole loan portfolios.
  • The successful candidate will partner directly with investment teams to deliver scalable, code-based modeling frameworks that support pricing, structuring, and risk management.
  • Apollo is a high-growth global alternative asset manager with approximately $938 billion in assets under management seeking to expand its consumer finance investment strategies.

Matching Summary

This role serves as the domain expert for consumer finance, owning the end-to-end quantitative framework for modeling loan pools across securitized and whole loan portfolios.

Salary

Base: $300,000; Bonus: Discretionary annual bonus based on performance; Benefits: Comprehensive coverage for employee and family

Skills & Requirements

Must-have

  • Consumer credit modeling expertise
  • Cash flow waterfall engine development
  • Python SQL R programming proficiency
  • ABS securitization structure knowledge
  • Loan-level collateral surveillance tools

Nice-to-have

  • Machine learning AI integration experience
  • Alternative data analysis capabilities
  • Mentorship of junior quantitative staff
  • Collaborative roll up your sleeves mentality
  • Experience with SAS big dataset processing

Key Requirements

  • Advanced degree in quantitative discipline
  • Significant experience in consumer credit analytics
  • Proficiency in C# or C++ for model implementation

Work Rights

Not specified

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