Associate | Investment Risk Analytics

<div class="content-intro"><p><em>*** This is where your organization can create a consistent intro to all of your jobs, creating consistency in voice and messaging across all job posts</em></p> <p><em>*** C'est ici que votre organisation peut créer une introduction cohérente à tous vos emplois, en créant une cohérence dans la voix et la messagerie dans tous les postes.<br></em></p></div><h3 style="font-weight: 400;">Position Overview</h3> <p style="font-weight: inherit;">Apollo is seeking an experienced modeling expert interested in joining the Investment Risk team focused on quantitative business modeling and analytics for the firm’s Credit business. This individual will join a dynamic intellectually stimulating team working on the cutting edge of credit investments.</p> <h3 style="font-weight: 400;">Primary Responsibilities</h3> <p style="font-weight: inherit;">-&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Develop and maintain Apollo’s in-house analytical suite of libraries such as APO Analytics in partnership with Technology.</p> <p style="font-weight: inherit;">-&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Develop, maintain and enhance Apollo’s risk and stress models for the credit investments undertaken by the firm.</p> <p style="font-weight: inherit;">-&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Maintain and enhance existing in-house risk systems in partnership with Technology.</p> <p style="font-weight: inherit;">-&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Build tools to analyze investment risk including valuation models for complex new investments such as exotic securities and variable annuities.</p> <p style="font-weight: inherit;">-&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Develop, maintain and enhance portfolio optimization models for credit investments.</p> <h3 style="font-weight: 400;">Qualifications &amp; Experience</h3> <p style="font-weight: inherit;">-&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Undergraduate degree in a quantitative field is required.</p> <p style="font-weight: inherit;">-&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Graduate degree (MS or PhD) in a quantitative discipline such as financial engineering, mathematics, engineering, hard sciences or economics is preferred.</p> <p style="font-weight: inherit;">-&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strong conceptual and mathematical knowledge of financial engineering, stochastic modeling, derivatives pricing, and risk analytics is required.</p> <p style="font-weight: inherit;">-&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Deep knowledge of credit markets and rates derivatives is required.</p> <p style="font-weight: inherit;">-&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2-3 years of work experience in quantitative modeling or risk analytics in a financial institution is preferred.</p> <p style="font-weight: inherit;">-&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strong programming skill in Python is required.</p> <p style="font-weight: inherit;">-&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Prior experience in developing C++ or Java pricing libraries for securities/derivatives is preferred.</p> <p style="font-weight: inherit;">-&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Self-starter who can learn quickly and develop creative models for a wide range of analytical problems.</p><div class="content-conclusion"><p><em>*** Similar to the introduction that can precede all job descriptions, an outro can also be formatted for consistency on all posts</em></p> <p><em>*** Semblable à l'introduction qui peut précéder toutes les descriptions de poste, une outro peut également être formatée pour la cohérence sur tous les messages<br></em></p></div>