Strong python, r, sql, and excel programming skills
Deep understanding of credit market dynamics and structured products
The role involves designing and maintaining quantitative libraries for risk, valuation, and stress across a wide range of asset classes including structured credit and derivatives
Job Summary
The role involves designing and maintaining quantitative libraries for risk, valuation, and stress across a wide range of asset classes including structured credit and derivatives.
Candidates must validate analytical outputs to ensure they reflect key risks and meet the objectives of portfolio managers and senior management.
Apollo is a high-growth global alternative asset manager with approximately $785 billion in assets under management as of March 2025.
Matching Summary
The role involves designing and maintaining quantitative libraries for risk, valuation, and stress across a wide range of asset classes including structured credit and derivatives.
Skills & Requirements
Must-have
3+ years Fixed Income Analytics Data experience
Strong Python, R, SQL, and Excel programming skills
Deep understanding of credit market dynamics and structured products
Experience with stress testing and scenario analysis
Proven expertise in designing risk and valuation models
Nice-to-have
C/C++ programming knowledge preferred
Strong diplomatic communication skills
Ability to challenge the status quo creatively
Excellent stakeholder management capabilities
Forward-thinking approach to process reengineering
Key Requirements
Bachelor's or Master's degree in quantitative disciplines
3+ years experience in large Investment Banks or Asset Managers
Practical hands-on experience in financial markets