Quantitative Developer Associate

Apollo Global Management

5 - 10 years

7 - 12 Lacs

mumbai

Posted:4 days ago| Platform:

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Skills Required

stress testing c++ back office swaps asset management investment management risk management analytics private equity monitoring

Work Mode

Work from Office

Job Type

Full Time

Job Description

POSITION OVERVIEW:

Extensive familiarity with analytics and risk management as it pertains to derivative asset classes, related trends, issues, and developments will be obtained while working in this position.

PRIMARY RESPONSIBILITIES:

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.

Qualifications & Experience

Masters /Bachelors 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. Any other relevant experience of enterprise-wide system and solution is also desirable.
Experience with relevant programming languages (e.g., C++, Java) and a solid grasp of software development principles. The ideal candidate will have strong quantitative and programming skills. The candidate must be able to demonstrate proficiency in logic and programming.
Familiarity with front-to-back-office trading processes, risk management frameworks, and capital markets operations is desirable.
Ability to analyze complex situations, identify issues, and develop effective solutions in a fast-paced environment.
Verbal and written communication skills, with the ability to collaborate effectively with end users and team members.
Willingness to stay updated on industry trends, regulatory changes, and emerging technologies to enhance production ready code delivery.

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