The role involves building and managing quantitative models for portfolio management, asset allocation, and risk sensitivities within a global alternative asset manager
Job Summary
The role involves building and managing quantitative models for portfolio management, asset allocation, and risk sensitivities within a global alternative asset manager.
Candidates must possess extensive experience in front office pricing teams with a focus on traded credit products and Asset Backed Securities.
Apollo offers meaningful benefit programs crafted to provide coverage for employees and their families while fostering a culture of collaboration and innovation.
Matching Summary
The role involves building and managing quantitative models for portfolio management, asset allocation, and risk sensitivities within a global alternative asset manager.
Skills & Requirements
Must-have
Python and C++ programming required
Front office pricing team experience
Traded credit products knowledge
Asset Backed Securities expertise
Stochastic modeling and simulation
Derivatives pricing and risk analytics
Nice-to-have
Model validation team background
Dash application development skills
MVVM architecture familiarity
Collaborative team mindset
Regulatory change awareness
Key Requirements
Masters or Bachelor's degree in computer science or financial engineering
5+ years of experience in Python/C++ programming
2+ years as a Quant in front office pricing teams
Strong understanding of quantitative credit methodologies