Principal, Structured Cre/bpl Resi Desk Strat

Apollo Global Management, Inc.

Los Angeles, California, United States
Base: $300,000; bonus/equity: discretionary annual...
Structured cre and bpl loan modeling
Cash flow waterfall engine development
Python or sql programming proficiency
This role serves as the domain expert for structured CRE/BPL resi, owning the end-to-end quantitative framework for modeling commercial mortgage loan pools

Job Summary

  • This role serves as the domain expert for structured CRE/BPL resi, owning the end-to-end quantitative framework for modeling commercial mortgage loan pools.
  • The successful candidate will partner directly with investment teams to deliver scalable, code-based modeling frameworks that support pricing and risk management.
  • Apollo is a high-growth global alternative asset manager with approximately $938 billion of assets under management seeking to expand its credit platform capabilities.

Matching Summary

This role serves as the domain expert for structured CRE/BPL resi, owning the end-to-end quantitative framework for modeling commercial mortgage loan pools.

Salary

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

Skills & Requirements

Must-have

  • Structured CRE and BPL loan modeling
  • Cash flow waterfall engine development
  • Python or SQL programming proficiency
  • Credit enhancement and tranche analysis
  • Default and loss severity modeling

Nice-to-have

  • Machine learning integration in finance
  • AI-driven collateral screening experience
  • Mentorship of junior quantitative staff
  • Collaborative roll-up-your-sleeves mentality
  • Benchmarking against peer institutions

Key Requirements

  • Significant experience in structured credit or securitized products
  • Advanced degree in quantitative discipline preferred
  • Deep domain expertise in Conduit CMBS or CRE CLO

Work Rights

Not specified

Tailored Resume

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