Strong understanding of quantitative credit methodologies
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 familiarity with analytics and risk management pertaining to derivative asset classes, including traded credit products and Asset Backed Securities.
Apollo offers a unique firm environment where employees are expected to outperform expectations, challenge convention, and collaborate as one team to achieve positive outcomes.
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
5+ years programming in Python or C++
2+ years quant experience in front office pricing
Strong understanding of quantitative credit methodologies
Experience with traded credit products and ABS
Hands-on experience with stochastic modeling and derivatives pricing
Nice-to-have
Experience in model validation teams
Ability to develop basic apps using Python Dash
Familiarity with front-to-back-office trading processes
Willingness to stay updated on regulatory changes
Strong verbal and written communication skills
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 at large Investment Banks
Practical hands-on experience in financial markets