Quantitative Financial Analyst

4 weeks ago


Woodland Hills, United States Apollo Full time

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


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