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Director, Quant
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Design forecasting models using machine learning techniques to help the portfolio managers evaluate the risk-reward trade-off in their portfolios.
Build analytical tools and optimization models to facilitate discussions on portfolio construction.
Utilize existing proprietary model libraries for generating portfolio exposures, stress testing, risk metrics and performance attribution.
Conduct detailed reviews of existing models and propose solutions to enhance the model output.
Partner with Technology teams to develop, enhance, and deliver state-of-the-art risk analytics and models.
Clearly and concisely articulate complex ideas to target audiences including portfolio managers, traders and executive management.
Build and manage relationships with senior global stakeholders, and with local and regional business leaders, including internal and external parties.
Train and mentor junior members of the team.
Qualifications & ExperienceQUALIFICATIONS AND EXPERIENCE: (Academic, Professional, Experience)12+ years of experience as a Quant in a Front Office Pricing team in large Investment Banks or Asset Managers with focus on traded credit products and Asset Backed Securities. A few years of this experience (but not all) could be in a model validation team validating front office models.
Deep expertise in credit market dynamics including cash, synthetics, and structured products.
Strong understanding of quantitative credit methodologies and traded credit analytics.
Strong conceptual and mathematical knowledge of financial engineering, stochastic modeling, simulation techniques, derivatives pricing, and risk analytics.
Deep knowledge of statistical models, econometrics, and machine learning techniques.
Demonstrated ability to forecast financial returns and risk metrics using machine learning tools.
Deep experience in designing risk and valuation models for credit securities, structured products and complex derivatives.
Proven expertise in stress testing and scenario analysis to assess risk exposures.
Strong programming skills: Python, R, SQL, and Excel (required) and C/C++ (preferred).
Bachelor’s degree from an accredited institution is required.
Master’s or Doctorate degree in a quantitative discipline such as mathematics, computer science, financial engineering, and econometrics is preferred and may qualify with less work experience.
Practical and hands-on experience in financial markets.
Strong communication and diplomatic skills are required to guide, influence, and convince others, in particular colleagues in other areas and occasional external customers.
Demonstrated ability to work effectively and independently across different businesses and functional areas with thorough attention to detail in a potentially high paced environment.
Collaborative, organized, flexible and results driven.
Must have strong drive and initiative, be collaborative to effectively liaise with senior stakeholders and colleagues.
A forward thinking, creative individual who challenges the status quo and takes initiative to reengineer processes.
Strong project management skills
Excellent stakeholder management skills, including the ability to resolve conflict and observe confidentiality.
Be nimble and flexible to balance multiple tasks simultaneously.
The ability to take on a task and “run with it” to conclusion is a critical characteristic of this role.
Apollo provides equal employment opportunities regardless of age, disability, gender reassignment, marital or civil partner status, pregnancy or maternity, race, color, nationality, ethnic or national origin, religion or belief, veteran status, gender/sex or sexual orientation, or any other criterion or circumstance protected by applicable law, ordinance, or regulation. The above criteria are intended to be used as a guide only – candidates who do not meet all the above criteria may still be considered if they are deemed to have relevant experience/ equivalent levels of skill or knowledge to fulfil the requirements of the role. Any job offer will be conditional upon and subject to satisfactory reference and background screening checks, all necessary corporate and regulatory approvals or certifications as required from time to time and entering into definitive contractual documentation satisfactory to Apollo.