Position Overview
Apollo is a high-growth, global alternative asset manager that seeks to provide excess return to clients across the risk‑reward spectrum. As of September30,2025, it had approximately $840billion of assets under management.
Responsibilities
- Run and analyze asset portfolios for insurance clients through various models, evaluating model outputs, and running interest rate and credit stress scenarios.
- Draft daily/weekly commentary summarizing portfolio economic movements and how market conditions affect the portfolio.
- Engage with insurance clients to address questions, present material updates to their portfolio models, and meet client service needs.
- Perform quarterly re‑projection of cashflows on structured credit portfolios to capture rate‑environment effects on accounting treatment.
- Collaborate with Investment Accounting teams to evaluate OTTI/allowance needs and calculate amounts for holdings under STAT and CECL frameworks.
- Forecast investment earned rates and spread‑related earnings, preparing analysis and presentations for senior management on market and portfolio changes.
- Work closely with the Quantitative Development team on proprietary asset models, enhancing them for new asset classes and regulatory requirements.
- Validate model updates and update documentation to capture changes in calculation logic.
- Troubleshoot and debug model issues, tracing back sources of errors with data science techniques.
- Operate within a SOX/SOC‑1 controlled framework, engaging with auditors to demonstrate control compliance on model outputs that impact financial statements.
Qualifications
- Bachelor’s or Graduate degree in Business or Math/Sciences.
- Solid background in fixed‑income assets, especially structured securities (ABS, CLO, CMBS, RMBS) and experience modeling securities using Intex.
- Familiarity with residential and commercial mortgage modeling is a plus.
- Solid Excel and SQL skills are required.
- Knowledge of Python, PowerBI, and/or solid data‑science aptitude is a plus.
- Two to four years of relevant work experience.
- Experience modeling portfolios in Aladdin Explore/Anser or other vendor‑based fixed‑income modeling platforms.
- Ability to understand dataflows between various systems that house data.
- Experience delivering information under a SOX/SOC‑1 controlled environment.
- General understanding of accounting principles is a plus.
- Attention to detail, strong work ethic, team player, with creative problem‑solving skills.
- MBA or CFA Charter (or progress towards CFA Charter) is a plus.
Benefits
- Base salary range: $175,000–$200,000.
- Eligible for a discretionary annual bonus based on personal, team, and firm performance.
- Compensation determined by job function, level, geographic location, and candidate experience.
EEO Statement
Apollo Global Management, Inc. (together with its subsidiaries and affiliates) is committed to championing opportunity. The firm and its affiliates comply with applicable discrimination and equal‑opportunity legislation in all jurisdictions and do not discriminate in employment or recruitment based on race, color, religion, gender, national origin, veteran status, disability, age, citizenship, marital or domestic/civil partnership status, sexual orientation, gender identity or expression, or any other protected characteristic under applicable law.