Quantitative Financial Analyst - Woodland Hills, United States - Apollo

Apollo
Apollo
Verified Company
Woodland Hills, United States

3 weeks ago

Mark Lane

Posted by:

Mark Lane

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Description
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 adhoc 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)
  • 13 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 fastpaced environment, under pressure, and deliver on time
Pay Range
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