Quantitative Financial Analyst - Woodland Hills, United States - Apollo
Description
Position OverviewApollo 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.
- 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
More jobs from Apollo
-
Traveling Merchandiser
Cleveland, United States - 2 weeks ago
-
General / Furniture Technician Assembler
Wentzville, United States - 3 weeks ago
-
Middle Office Analyst
New York, United States - 2 weeks ago
-
Senior Product Manager, Growth
San Francisco, United States - 3 weeks ago
-
Staff Designer, Product
San Francisco, United States - 2 weeks ago
-
Associate, Credit Controllers
New York, United States - 1 week ago