Associate | Investment Risk Analytics
Requirements at a glance
Associate | Investment Risk Analytics at Example Corp is a role based in New York, NY, United States. The posting mentions a doctorate. It does not mention visa sponsorship. Key skills include Python. Applications are submitted through Greenhouse.
- Education
- Doctorate (PhD) (mentioned)
- Visa sponsorship
- Not mentioned in the posting
- Application platform
- Greenhouse
Skills in this posting
- Python
- Java
- C++
Highlighted skills appear in the posting's requirements.
Extracted automatically from the job description. Confirm details in the full posting below.
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Position Overview
Apollo is seeking an experienced modeling expert interested in joining the Investment Risk team focused on quantitative business modeling and analytics for the firm’s Credit business. This individual will join a dynamic intellectually stimulating team working on the cutting edge of credit investments.
Primary Responsibilities
- Develop and maintain Apollo’s in-house analytical suite of libraries such as APO Analytics in partnership with Technology.
- Develop, maintain and enhance Apollo’s risk and stress models for the credit investments undertaken by the firm.
- Maintain and enhance existing in-house risk systems in partnership with Technology.
- Build tools to analyze investment risk including valuation models for complex new investments such as exotic securities and variable annuities.
- Develop, maintain and enhance portfolio optimization models for credit investments.
Qualifications & Experience
- Undergraduate degree in a quantitative field is required.
- Graduate degree (MS or PhD) in a quantitative discipline such as financial engineering, mathematics, engineering, hard sciences or economics is preferred.
- Strong conceptual and mathematical knowledge of financial engineering, stochastic modeling, derivatives pricing, and risk analytics is required.
- Deep knowledge of credit markets and rates derivatives is required.
- 2-3 years of work experience in quantitative modeling or risk analytics in a financial institution is preferred.
- Strong programming skill in Python is required.
- Prior experience in developing C++ or Java pricing libraries for securities/derivatives is preferred.
- Self-starter who can learn quickly and develop creative models for a wide range of analytical problems.
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*** Semblable à l'introduction qui peut précéder toutes les descriptions de poste, une outro peut également être formatée pour la cohérence sur tous les messages