Analyst, Quantitative Developer

Apollo•Los Angeles, CA

5d•$110,000 - $150,000

About The Position

Apollo is seeking a Quantitative Developer to join its Quantitative Analytics Team (the Quant Team) in the Woodland Hills office. The Quant Team develops and maintains proprietary quantitative models that support financial reporting, risk measurement, pricing, and strategic business decisions. The team covers a broad range of asset classes within Asset-Backed Finance (ABF), including residential, commercial, and consumer credit, as well as asset-backed structured products.

Requirements

Bachelor’s degree (advanced degree preferred) in a quantitative discipline such as Statistics, Quantitative Finance, Mathematics, Physics, Computer Science, or related field.
1–3 years of professional or academic experience in programming, data analysis, or quantitative research.
Strong programming skills - Python required; experience with C++ and C# is a plus.
Experience with SQL, Excel, or other data tools for data cleaning and analysis.
Foundational understanding of finance, capital markets, and fixed income products (exposure to asset-backed or structured products a plus).
Strong analytical skills, attention to detail, and ability to manage multiple priorities.
Ability to manage multiple priorities and perform in a fast-paced, collaborative environment.

Responsibilities

ABF Fund Risk Reporting and Portfolio Analytics Run daily position and risk analytics for Apollo’s ABF funds using proprietary models.
Generate automated risk and performance reports that feed directly into trading and investment decisions.
Investigate day-over-day changes in portfolio metrics and communicate insights to portfolio managers.
Improve model pipelines and reporting systems for speed and reliability - strong Python programming skills are essential.
Learn to interpret results, linking data movements to market drivers and portfolio strategy.
US whole loan trading supports Work directly with traders to evaluate and analyze residential/commercial/consumer loan pools.
Build large-scale loan datasets (“tapes”), ensuring data integrity and consistency.
Perform stratifications, scenario analysis, model runs, and validations.
Maintain data and assumptions for ongoing deals and update analytics as new loan data arrives.
Automate key trading and monitoring workflows for transactions Quantitative Modeling and Cross-Asset Expansion Contribute to the expansion of Apollo’s quantitative models into new asset classes and deal types.
Participate in the full lifecycle of model development: data collection, model calibration, system integration, and ongoing performance tracking.
Collaborate closely with senior quants and data engineers, learning how theory becomes production analytics.
Grow into ownership of specific modeling domains or automation frameworks as your skills develop.