Associate | Investment Risk Analytics

Summary

Join Apollo's Investment Risk team as a modeling expert to work on quantitative business modeling and analytics for the firm’s Credit business.

Requirements

• Undergraduate degree in a quantitative field is required
• Strong conceptual and mathematical knowledge of financial engineering, stochastic modeling, derivatives pricing, and risk analytics is required
• Deep knowledge of credit markets and rates derivatives is required
• Strong programming skill in Python is required

Responsibilities

• Develop and maintain Apollo’s in-house analytical suite of libraries such as APO Analytics in partnership with Technology
• Develop, maintain and enhance Apollo’s risk and stress models for the credit investments undertaken by the firm
• Maintain and enhance existing in-house risk systems in partnership with Technology
• Build tools to analyze investment risk including valuation models for complex new investments such as exotic securities and variable annuities
• Develop, maintain and enhance portfolio optimization models for credit investments

Preferred Qualifications

• Graduate degree (MS or PhD) in a quantitative discipline such as financial engineering, mathematics, engineering, hard sciences or economics is preferred
• 2-3 years of work experience in quantitative modeling or risk analytics in a financial institution is preferred
• Prior experience in developing C++ or Java pricing libraries for securities/derivatives is preferred