Description
Apollo is hiring a Quantitative Analyst for its ISGI function to design, develop, and maintain quantitative risk, valuation, and stress libraries across structured credit, derivatives, public and private equity, and fixed income. The role partners with portfolio managers, modeling and technology teams, and senior stakeholders to validate risk analytics, resolve discrepancies, support portfolio construction, and communicate complex risk insights. Candidates need at least three years of fixed-income analytics experience in large investment banks or asset managers, strong quantitative credit and stress-testing expertise, and programming skills in Python, R, SQL, and Excel.
