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Consumer & Residential Credit Quant

Apollo Global Management
Borough, South East London, United Kingdom
Competitive Salary
Closing date
Feb 13, 2024

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Job Role
Contract Type
Full Time
Position Overview

Apollo are looking for a Principal/Associate, Quantitative Analyst in the Consumer & Residential Credit team in London. There will be dual oversight between the London and LA quant teams.

Primary Responsibilities
  • Quantitative analyst covering the European Consumer & Residential team for new and existing investments, as well as portfolio management and model validation.
  • The team covers all non-US jurisdictions for all granular, consumer-facing asset classes (residential mortgages incl. RPL/NPL, unsecured consumer loans, auto loans, credit card receivables, student loans) across the public CUSIP markets, whole loan portfolios and private warehouse facilities.
  • Key activities:
  • Analyze portfolio loan tapes, verifying data consistency and generating stratifications
  • Assess risk parameters of portfolios, deriving loss assumptions from historical performance
  • Running internal pricing & risk models
  • Building, developing and validating new models for new asset classes and jurisdictions
  • Automating reporting and monitoring processes for existing transactions

Qualifications & Experience
  • 3-5 years as a Quantitative Analyst
  • Experience handling large data sets
  • Proficient with SAS programming / SQL queries
  • Knowledge of finance and loan amortizations
  • Understanding of C++/C#
  • Knowledge of loan and fixed income concepts
  • Language skills - English (Chinese, Spanish, German, Dutch or French also helpful)

About Apollo

Apollo is a high-growth, global alternative asset manager. In our asset management business, we seek to provide our clients excess return at every point along the risk-reward spectrum from investment grade to private equity with a focus on three investing strategies: yield, hybrid, and equity. For more than three decades, our investing expertise across our fully integrated platform has served the financial return needs of our clients and provided businesses with innovative capital solutions for growth. Through Athene, our retirement services business, we specialize in helping clients achieve financial security by providing a suite of retirement savings products and acting as a solutions provider to institutions. Our patient, creative, and knowledgeable approach to investing aligns our clients, businesses we invest in, our employees, and the communities we impact, to expand opportunity and achieve positive outcomes.

Come to Apollo and join a community of extraordinary people who are committed to a culture of excellence and collaboration in everything that we do. We invest in our people for the long term and are committed to supporting their development at every stage of their career.

Apollo provides equal employment opportunities regardless of age, disability, gender reassignment, marital or civil partner status, pregnancy or maternity, race, colour, nationality, ethnic or national origin, religion or belief, veteran status, sex or sexual orientation, or any other criterion or circumstance protected by applicable law, ordinance, or regulation. The above criteria are intended to be used as a guide only - candidates who do not meet all the above criteria may still be considered if they are deemed to have relevant experience/ equivalent levels of skill or knowledge to fulfil the requirements of the roe. Roles are conditional upon and subject to satisfactory reference and background screening checks, as well as all necessary corporate and regulatory approvals or certifications as required from time to time.

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