Quantitative Developer – Mortgage Analytics (India)

Apollo Global Management, Inc.; Tower City (ND); On-site; USD 19,000 - 33,000; Full time

Job summary

Apollo seeks a Quantitative Developer for its Mumbai office within its Quantitative Development team. The team maintains proprietary mortgage investment risk models used for financial reporting, risk measurement, pricing and strategic decisions.

The candidate will report to the Woodland Hills Consumer & Residential Quantitative Analytics team as well as the Indian Quantitative Analytics Team, supporting mortgage trading and portfolio management with potential growth into larger analytics

Qualifications

• Bachelor's degree in a quantitative field is required or equivalent.
• Experience with Python is preferred.
• Experience with data analysis tools such as SQL and Excel.
• Knowledge of finance, capital markets, and data modelling is beneficial.

Responsibilities

• Analyze and create portfolio loan tapes, verifying data consistency.
• Perform data transformations and run models for mortgage risk analysis.
• Update data tapes and maintain historical model runs in database.
• Automate reporting and assist portfolio management and trading teams.

Skills

Python

C++

C#

SQL

Excel

Machine learning

Education

Bachelor's degree in quantitative field

Tools

SQL

Excel

Job description

Apollo seeks a Quantitative Developer for its Mumbai office within its Quantitative Development team. The team maintains proprietary mortgage investment risk models used for financial reporting, risk measurement, pricing and strategic decisions.

The candidate will report to the Woodland Hills Consumer & Residential Quantitative Analytics team as well as the Indian Quantitative Analytics Team, supporting mortgage trading and portfolio management with potential growth into larger analytics