Quantitative Developer Associate Director

About the role

Quantitative Developer Associate Director at Apollo Global Management responsible for building and managing quantitative models for valuation, risk sensitivities, and stress tests across equity, FX, and interest rate derivatives. Leads implementation in Fusion Invest platform, monitors model performance, and collaborates with traders and portfolio managers to develop new methods. Requires Masters or Bachelor's in computer science, financial engineering or related field, 5+ years programming in C++, strong understanding of Fusion Invest architecture, and proficiency in C++ and Java. Must demonstrate quantitative and programming skills, ability to analyze complex situations, and stay updated on industry trends.

What you’ll do

• Build, refine and manage quantitative models of valuation, risk sensitivities, risk reporting, stress tests for equity, FX and interest rate derivatives including and not limited to options, swaps, forwards, semi exotic and exotic payoff structures.
• Implement models in Fusion Invest platform in existing framework and processes, develop methods of testing code, and document code changes and processes.
• Perform continuous monitoring of model performance and quality. Perform stress testing of the Asset-Liability book in complex market scenarios. Implement methods of monitoring model risk.
• Work with Quantitative Analyst, Traders, and Portfolio Managers to support rapid development and testing of research ideas on developing new methods and models and its deployment. Design, develop, and implement tailored solutions that enhance functionality and address business challenges.
• Stay updated on industry trends, regulatory changes, and advancements in technology to provide informed insights and recommendations.

What you’ll bring

• Masters /Bachelor's degree in computer science, financial engineering or related field and 5+ years of experience in programming in C++ required.
• Strong understanding of Fusion Invests architecture, functionalities, and capabilities is desirable.

Nice to have

• Experience with relevant programming languages (e.g., C++, Java) and a solid grasp of software development principles.
• Familiarity with front-to-back-office trading processes, risk management frameworks, and capital markets operations is desirable.

Skills

Education

Masters