Quantitative Analyst

2 weeks ago


Mumbai, Maharashtra, India Apollo Global Management, Inc. Full time
Quantitative Analyst Position Overview

Apollo Global Management is seeking a highly skilled and experienced Quantitative Analyst to join its ISGI function. As a quantitative analyst, you will be responsible for designing, developing, and maintaining quantitative tools and models to support risk management and valuation across the firm.

Key responsibilities include:

  • Designing and developing quantitative risk models and valuation tools for credit securities, structured products, and derivatives.
  • Collaborating with portfolio managers and risk management teams to identify and assess risk exposures.
  • Developing and maintaining proprietary model libraries for generating portfolio exposures, stress testing, risk metrics, and performance attribution.
  • Providing risk analytics and modeling support to senior management and portfolio managers.

Requirements:

  • 3+ 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.
  • Deep expertise in credit market dynamics, including cash, synthetics, and structured products.
  • Strong understanding of quantitative credit methodologies and traded credit analytics.
  • Strong programming skills: Python, R, SQL, and Excel (required) and C/C++ (preferred).

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.

Responsibilities and Qualifications

Responsibilities include ensuring accuracy of risk analytics by developing tools to identify potential issues, investigating and rectifying any identified issues, and utilizing existing proprietary model libraries for generating portfolio exposures, stress testing, risk metrics, and performance attribution.

Qualifications include 3+ years of experience as a Quant in a Front Office Pricing team, deep expertise in credit market dynamics, strong understanding of quantitative credit methodologies, and strong programming skills.



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