$300,000
Listed on Apollo Management’s own careers site. You apply with them directly — we never stand between you and the employer.
What this role is
This role builds quantitative frameworks for analyzing consumer loan portfolios across securitized structures and whole loan products, supporting investment decisions through credit modeling, cash flow analysis, and risk assessment. It suits experienced quant analysts or structured finance professionals who want to architect enterprise analytics at a major asset manager and explore machine learning applications in consumer credit investing.
Our summary, not Apollo Management’s wording. The full posting is on their site.
Skills this role names
Log in to see which of these are already on your profile.
What they ask for
Required
- Deep expertise in consumer credit analytics or securitized products (Auto ABS, Credit Card ABS, Student Loan ABS, Personal Loan ABS, consumer whole loans, marketplace lending, or BNPL)
- Build production-quality cash flow models for consumer finance including collateral performance and waterfall engines
- Proficiency in Python, SQL, R or equivalent programming languages
- Understanding of consumer credit fundamentals: underwriting metrics, credit scoring, delinquency migration, recovery dynamics, vintage analysis
- Ability to translate complex quantitative concepts into actionable insights for senior stakeholders
Nice to have
- Experience with Intex, dv01, or other industry-standard structured finance platforms
- Knowledge of securitization structures, credit enhancement, rating agency methodologies, and Basel III / SCR frameworks
- Advanced degree in finance, mathematics, statistics, engineering, or computer science
- Applied machine learning experience in consumer credit or structured finance (gradient-boosted models, NLP, deep learning, alternative data)
- Processing large loan-level datasets using SAS
- Programming in C# or C++