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Apollo Global

Invests client and insurance money in private credit

Quantitative Developer Associate Director

Quantitative Risk +1Confirmed live in the last 24 hours
Full-timeMumbai, Maharashtra, IndiaNo salary listedIn-person

About the Job

Requirements

  • A master's or bachelor's degree in computer science, financial engineering, or a related field is required.
  • At least 5 years of experience programming in C++ is required.
  • Experience with relevant programming languages such as C++ or Java and a solid grasp of software development principles are required.
  • Strong quantitative and programming skills are required, including demonstrated proficiency in logic and programming.
  • Ability to analyze complex situations, identify issues, and develop effective solutions in a fast-paced environment is required.
  • Verbal and written communication skills, with the ability to collaborate effectively with end users and team members, are required.
  • Willingness to stay updated on industry trends, regulatory changes, and emerging technologies to enhance production-ready code delivery is required.

Responsibilities

  • Build, refine, and manage quantitative models for valuation, risk sensitivities, risk reporting, and stress tests for equity, foreign exchange, and interest rate derivatives, including options, swaps, forwards, and semi-exotic and exotic payoff structures.
  • Implement models in the Fusion Invest platform within existing frameworks and processes, develop code-testing methods, and document code changes and processes.
  • Continuously monitor model performance and quality, stress-test the Asset-Liability book in complex market scenarios, and implement methods for monitoring model risk.
  • Work with quantitative analysts, traders, and portfolio managers to support rapid development and testing of research ideas, develop new methods and models, and deploy them.
  • Design, develop, and implement tailored solutions that enhance functionality and address business challenges.
  • Stay updated on industry trends, regulatory changes, and technology advancements to provide informed insights and recommendations.

Desired Qualifications

  • Strong understanding of Fusion Invest architecture, functionalities, and capabilities.
  • Relevant experience with enterprise-wide systems and solutions.
  • Familiarity with front-to-back-office trading processes, risk management frameworks, and capital markets operations.

About the Company

Apollo Global

Invests client and insurance money in private credit

Apollo Global Management invests money for pension funds, insurers, wealthy individuals and its own retirement business, with most of its assets in private credit, meaning loans arranged directly with companies rather than bought on public markets. It also runs private equity and real estate funds, and its buyout teams have a long record of backing troubled or complex companies. Apollo owns Athene, a retirement insurer that sells annuities and gives the premiums to Apollo to invest, so the firm earns fees from clients plus the spread between Athene's investment returns and what it pays policyholders. Apollo was founded in 1990 and is based in New York.

Company size
5,001-10,000
Company stage
IPO
Headquarters
New York City, New York
Founded
1990

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