This role involves building institutional-grade cash flow modeling and risk assessment capabilities across Apollo's structured CRE and business-purpose residential investment strategies
Job Summary
This role involves building institutional-grade cash flow modeling and risk assessment capabilities across Apollo's structured CRE and business-purpose residential investment strategies.
The successful candidate will partner directly with investment teams to deliver scalable, code-based frameworks supporting pricing, structuring, and risk management for securitized loan pools.
Apollo is a high-growth global alternative asset manager with approximately $938 billion in assets under management as of December 31, 2025.
Matching Summary
This role involves building institutional-grade cash flow modeling and risk assessment capabilities across Apollo's structured CRE and business-purpose residential investment strategies.
Salary
Base: $300,000; Bonus: 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
Machine learning integration in finance
Nice-to-have
Collaborative roll up your sleeves mentality
Experience with rating agency methodologies
Strong communication of complex concepts
Mentorship of junior quantitative professionals
Knowledge of Basel III regulatory frameworks
Key Requirements
Significant experience in structured credit or securitized products
Advanced degree in quantitative discipline preferred