Position Overview
Apollo is seeking a Quantitative Financial Analyst for its Woodland Hills, CA, office. This role is crucial as the Quantitative Development team maintains a suite of proprietary mortgage investment risk models developed in-house for financial reporting, risk measurement, pricing, and strategic business decisions. These models ensure underwriting consistency and accurate stress testing of our Consumer & Residential investment portfolio, making your contribution invaluable.
- Analyze portfolio loan tapes, verifying data consistency and generating stratifications and analysis
- Assess risk parameters of portfolios, deriving loss assumptions from historical performance
- Running internal pricing & risk models
- Perform ad-hoc requests for data analysis, query, etc., as needed.
- Automating reporting and monitoring processes for existing transactions
- Assist various trading needs, including macro trend analysis, asset allocation, optimizations, etc.
Qualifications & Experience
- Minimum Master's degree in a Quantitative background (statistics, machine learning, quantitative finance, financial mathematics, econometrics, physics, mathematics)
- 1-3 years of professional experience working in a quantitative capacity
- Efficient Python/C#/SQL programming skills, C++ programming skill is a plus
- Experience handling large data sets
- Financial fixed income knowledge, especially on US residential mortgages
- Strong communication skills, both written and verbal
- Ability to work in a fast-paced environment, under pressure, and deliver on time
Pay Range
T
he base salary range for this position is listed above. This position is also eligible for a discretionary annual bonus based on personal, team, and Firm
performance.Compensation