Principal, Structured Cre/bpl Resi Desk Strat

apollo-fire.co.uk

Los Angeles, California, United States
Base: $300,000; bonus/equity: discretionary annual...
Structured cre/bpl loan modeling
Cash flow and waterfall modeling
Deal structuring analytics
This individual will be responsible for building and institutionalizing cash flow modeling, deal structuring analytics, and risk assessment capabilities across Apollo’s structured CRE/BPL investment strategies

Job Summary

  • This individual will be responsible for building and institutionalizing cash flow modeling, deal structuring analytics, and risk assessment capabilities across Apollo’s structured CRE/BPL investment strategies.
  • The successful candidate will partner directly with investment teams, portfolio risk, and senior leadership to deliver scalable, code-based modeling frameworks that support pricing, structuring, and risk management for pools of commercial mortgage loans across multiple securitization formats.
  • Consistent with Global Investment Insights’ vision of embedding analytics and AI directly into investment workflows, the successful candidate will be expected to actively explore and integrate machine learning and AI techniques.

Matching Summary

This individual will be responsible for building and institutionalizing cash flow modeling, deal structuring analytics, and risk assessment capabilities across Apollo’s structured CRE/BPL investment strategies.

Salary

Base: $300,000; Bonus/Equity: Discretionary annual bonus; Benefits: Not specified

Skills & Requirements

Must-have

  • Structured CRE/BPL loan modeling
  • Cash flow and waterfall modeling
  • Deal structuring analytics
  • Risk assessment capabilities
  • Python, SQL, MATLAB, C# proficiency
  • Machine learning and AI integration

Nice-to-have

  • Strategic partner to investment teams
  • Enterprise-grade analytics development
  • Collaborative, "roll up your sleeves" mentality
  • Mentorship and technical guidance

Key Requirements

  • Significant experience in structured credit, securitized products, or quantitative CRE/BPL analytics
  • Production-quality cash flow models for securitized transactions
  • Familiarity with structured finance modeling platforms and data providers
  • Experience with securitization deal structures and credit enhancement mechanics
  • Advanced degree in a quantitative discipline preferred
  • Experience applying ML techniques to structured finance or real estate problems is a strong differentiator

Work Rights

Not specified

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