Associate - Quantitative Developer

Position Overview

ABOUT APOLLO

Apollo is a high-growth, global alternative asset manager. In our asset management business, we seek to provide our clients excess return at every point along the risk-reward spectrum from investment grade to private equity with a focus on three investing strategies: yield, hybrid, and equity. For more than three decades, our investing expertise across our fully integrated platform has served the financial return needs of our clients and provided businesses with innovative capital solutions for growth. Through Athene, our retirement services business, we specialize in helping clients achieve financial security by providing a suite of retirement savings products and acting as a solutions provider to institutions. Our patient, creative, and knowledgeable approach to investing aligns our clients, businesses we invest in, our employees, and the communities we impact, to expand opportunity and achieve positive outcomes.

OUR PURPOSE AND CORE VALUES

Our clients rely on our investment acumen to help secure their future. We must never lose our focus and determination to be the best investors and most trusted partners on their behalf. We strive to be:

The leading provider of retirement income solutions to institutions, companies, and individuals.

The leading provider of capital solutions to companies. Our breadth and scale enable us to deliver capital for even the largest projects – and our small firm mindset ensures we will be a thoughtful and dedicated partner to these organizations. We are committed to helping them build stronger businesses.

A leading contributor to addressing some of the biggest issues facing the world today – such as energy transition, accelerating the adoption of new technologies, and social impact – where innovative approaches to investing can make a positive difference.

We are building a unique firm of extraordinary colleagues who:

Outperform expectations

Challenge Convention

Champion Opportunity

Lead responsibly

Drive collaboration

As One Apollo team, we believe that doing great work and having fun go hand in hand, and we are proud of what we can achieve together.

OUR BENEFITS

Apollo relies on its people to keep it a leader in alternative investment management, and the firm's benefit programs are crafted to offer meaningful coverage for both you and your family. Please reach out to your Human Capital Business Partner for more detailed information on specific benefits.

POSITION OVERVIEW: 

Extensive familiarity with analytics and risk management as it pertains to derivative asset classes, related trends, issues, and developments will be obtained while working in this position.  

Your responsibilities will include: 

•    Build, refine and manage quantitative models of valuation, risk sensitivities, risk reporting, stress tests for equity, FX and interest rate derivatives including and not limited to options, swaps, forwards, semi exotic and exotic payoff structures.  

•    Implement models in Fusion Invest platform in existing framework and processes, develop methods of testing code, and document code changes and processes.

•    Perform continuous monitoring of model performance and quality. Perform stress testing of the Asset-Liability book in complex market scenarios. Implement methods of monitoring model risk.

•    Work with Quantitative Analyst, Traders, and Portfolio Managers to support rapid development and testing of research ideas on developing new methods and models and its deployment. Design, develop, and implement tailored solutions that enhance functionality and address business challenges.

•    Stay updated on industry trends, regulatory changes, and advancements in technology to provide informed insights and recommendations.

Qualifications & Experience

• Masters /Bachelor's degree in computer science, financial engineering or related field and 5+ years of experience in programming in C++ required.
• Strong understanding of Fusion Invests architecture, functionalities, and capabilities is desirable. Any other relevant experience of enterprise-wide system and solution is also desirable.
• Experience with relevant programming languages (e.g., C++, Java) and a solid grasp of software development principles. The ideal candidate will have strong quantitative and programming skills. The candidate must be able to demonstrate proficiency in logic and programming.
• Familiarity with front-to-back-office trading processes, risk management frameworks, and capital markets operations is desirable.
• Ability to analyze complex situations, identify issues, and develop effective solutions in a fast-paced environment.
• Verbal and written communication skills, with the ability to collaborate effectively with end users and team members.

Willingness to stay updated on industry trends, regulatory changes, and emerging technologies to enhance production ready code delivery.