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Associate - Multi Credit Investment Strategy

Apollo Global Management

Posted On: 2026-06-27 15:56:35
Openings: 10
Applicants: 0

Job Description

POSITION OVERVIEW:

Apollo is seeking a quantitative analyst with strong business acumen and exceptional technical skills as part of its Global Quantitative Analytics function (referred to as the Quant function hereafter). The Quant function is responsible for the design, development and maintenance of quantitative tools and the production and support of quantitative metrics across the firm and as such is a critical part of the firm s business strategy.

As part of this team, you will be responsible for designing, developing and/or maintaining quantitative libraries for risk, valuation and stress for use across Apollo entities. Key asset classes include Structured Credit (vanilla as well as exotic asset backed securities), Derivatives (rates, credit, equity, FX and commodities), public and private equity, and typical fixed income instruments (with or without embedded options) spanning the whole range of credit assets such as corporate bonds, leveraged loans, emerging market debt, private credit, commercial and residential real estate debt, infrastructure debt, convertible bonds, preferred stock, and government bonds.

You will leverage your product/markets experience and programming skills to develop tools that measure risks appropriately. You will be responsible for working with the Portfolio Managers to model security risks, respond to inquiries, and make recommendations that will ultimately influence investment choices and portfolio construction.

In addition, you will be responsible for ensuring the accuracy of daily risk analytics by developing tools to identify any potential issues and by investigating and rectifying any identified issues in the daily risk analytics.

PRIMARY RESPONSIBILITIES

Ensure the accuracy of daily risk analytics by developing tools to identify any potential issues.
Investigate and rectify any identified issues in the daily risk analytics.
Utilize existing proprietary model libraries for generating portfolio exposures, stress testing, risk metrics and performance attribution.
Develop robust quantitative risk and stress models with analytical outputs that fully reflect the key risks of each position and meet the risk management objectives of portfolio managers and senior management.
Conduct detailed reviews of existing models and propose solutions to enhance the model output.
Partner with Technology teams to deliver state-of-the-art risk analytics and models.
Clearly and concisely articulate complex ideas to target audiences including portfolio managers, traders and executive management.
Build and manage relationships with senior global stakeholders, and with local and regional business leaders, including internal and external parties.

Qualifications Experience

2+ 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. A few years of this experience (but not all) could be in a model validation team validating front office models.
Deep expertise in credit market dynamics including cash, synthetics, and structured products.
Strong understanding of quantitative credit methodologies and traded credit analytics.
Strong conceptual and mathematical knowledge of financial engineering, stochastic modeling, simulation techniques, derivatives pricing, and risk analytics.
Deep experience in designing risk and valuation models for credit securities, structured products and complex derivatives.
Proven expertise in stress testing and scenario analysis to assess risk exposures.
Strong programming skills: Python, R, SQL, and Excel (required) and C/C++ (preferred).
Bachelor s degree from an accredited institution is required.
Master s degree in a quantitative discipline such as mathematics, computer science, financial engineering, and econometrics is preferred.
Practical and hands-on experience in financial markets.

Disclaimer: This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.