Quantitative Developer Associate Director

Apollo
Mumbai
Workplace: OnsiteFull timeFunction: Capital Markets, Trading & QuantExperience: 5+ yearsEducation: bachelorsSkills: ["Communication","Collaboration","Problem-solving","Analytical thinking"]

Develop and refine quantitative models for valuation, risk sensitivities, and risk reporting across equity, FX, and interest-rate derivatives. Implement models in Fusion Invest, monitor model performance and risk, collaborate with quants and traders to test research ideas, and stay current with industry trends to inform production-ready code and impactful risk management solutions.

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Apollo
Apollo
7 months ago

Quantitative Developer Associate Director

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Source: Company careers pageValidated by: Fursa AI
Last checked: 17 hours agoStatus: Live

Job Summary

Develop and refine quantitative models for valuation, risk sensitivities, and risk reporting across equity, FX, and interest-rate derivatives. Implement models in Fusion Invest, monitor model performance and risk, collaborate with quants and traders to test research ideas, and stay current with industry trends to inform production-ready code and impactful risk management solutions.
Location: Mumbai
Workplace: Onsite
Employment Type: Full time
Job Function: Capital Markets, Trading & Quant
Seniority: Director level

Key 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.

Key Requirements

  • •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 Invest’s architecture, functionalities, and capabilities is desirable; enterprise-wide system experience is a plus.
  • •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.
  • •Ability to analyze complex situations, identify issues, and develop effective solutions in a fast-paced environment.
Experience:5+ yearsFinanceCapital marketsDerivativesRisk management
Education:Bachelor's in Computer ScienceUnknown
Skills:CommunicationCollaborationProblem-solvingAnalytical thinking
Tech Stack:C++JavaFusion InvestDerivativesRisk managementStress testingQuantitative models

Company Brief

Apollo
Global alternative investment manager specializing in private equity, credit, and real assets, managing capital for institutional and individual investors across multiple strategies and geographies.
Industry: Asset Management
Company Size: Enterprise (1,001+ employees)
Revenue: USD 1B+
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: New York, United States
Founded: 1990
WebsiteLinkedIn