Apollo's global investment grade credit business needs to deliver outstanding portfolio performance, requiring sophisticated quantitative tools for effective bond portfolio management.
Requirements
- Strong knowledge of portfolio construction, risk management, and performance attribution techniques
- Robust understanding of modeling techniques for fixed income, credit, and derivative pricing
- Proficiency in Python for data analysis and predictive modelling
- Experience working in a collaborative coding environment a plus (version control, code review, unit testing, code standards)
Responsibilities
- Apply quantitative approaches, tools and techniques for modelling security valuations and portfolio risk
- Support portfolio construction, quantitative analysis and risk management across corporate credit investment portfolios and funds
- Support portfolio managers with idea generation, portfolio risk management, performance reporting and return attribution
- Develop and maintain sophisticated quantitative tools to support the effective management of bond portfolios
- Work closely with portfolio managers, traders, analysts middle-office and operations functions
Other
- 3+ years of relevant work experience in a buy-side or sell-side financial markets role; risk-taking or quant research experience preferred
- University degree in quantitative field with an exceptional record of academic achievement
- Excellent attention to detail
- strong written and verbal communication skills
- Excels in a rigorous and fast-paced team-oriented work environment
