Apollo

3 months ago

Director - Asset Backed Finance

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 13 hours agoStatus: Live

Job Summary

Lead the Mumbai ABF Quant Strat team, developing and maintaining pricing and risk models for Asset Backed Finance (mortgages, NPLs, NAV financing). Collaborate with traders, portfolio managers, actuaries and risk managers across regions, building high-performance C++/Python libraries, optimizing pricing engines, and translating complex market dynamics into scalable analytics for fund management across 500+ funds.

Location: Mumbai

Workplace: Onsite

Employment Type: Full time

Job Function: Finance & Accounting

Seniority: Director level

Key Responsibilities

•Understand Portfolio and Risk management of Asset Backed Products and ability to structure transactions
•Process live ABF deals, price them and execute with banks/originators/platforms
•Build analytical tools or software libraries that price Asset Backed Securities and calculate risks in C++/Python, designing efficient numerical algorithms
•Maintain and support core library frameworks and interfaces interfacing with the firm’s risk platform
•Build efficient algorithms leveraging vectorization and parallelization for cross-asset pricing engines and optimized hardware-specific code

Key Requirements

•Deep expertise in Asset Backed Finance market dynamics with exposure to RMBS structures, reverse mortgages, HELOCs, HEI RMBS, NPLs, CLOs and consumer ABS
•Advanced degree in a quantitative subject (e.g., computer science, mathematics)
•Advanced mathematics used in financial modeling (calculus, numerical analysis, optimization, statistics)
•Proficiency in code design and programming with primary focus on C++ or Python
•Strong quantitative, problem-solving, research and analytical skills

Experience:Asset-backed financeCapital markets

Education:Master's

Skills:CommunicationProblem-solvingInterpersonal skills

Tech Stack:C++PythonHigh-performance computingPortfolio optimization

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

Website LinkedIn

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Apollo

3 months ago

Director - Asset Backed Finance

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 13 hours agoStatus: Live

Job Summary

Location: Mumbai

Workplace: Onsite

Employment Type: Full time

Job Function: Finance & Accounting

Seniority: Director level

Key Responsibilities

•Understand Portfolio and Risk management of Asset Backed Products and ability to structure transactions
•Process live ABF deals, price them and execute with banks/originators/platforms
•Build analytical tools or software libraries that price Asset Backed Securities and calculate risks in C++/Python, designing efficient numerical algorithms
•Maintain and support core library frameworks and interfaces interfacing with the firm’s risk platform
•Build efficient algorithms leveraging vectorization and parallelization for cross-asset pricing engines and optimized hardware-specific code

Key Requirements

•Deep expertise in Asset Backed Finance market dynamics with exposure to RMBS structures, reverse mortgages, HELOCs, HEI RMBS, NPLs, CLOs and consumer ABS
•Advanced degree in a quantitative subject (e.g., computer science, mathematics)
•Advanced mathematics used in financial modeling (calculus, numerical analysis, optimization, statistics)
•Proficiency in code design and programming with primary focus on C++ or Python
•Strong quantitative, problem-solving, research and analytical skills

Experience:Asset-backed financeCapital markets

Education:Master's

Skills:CommunicationProblem-solvingInterpersonal skills

Tech Stack:C++PythonHigh-performance computingPortfolio optimization

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

Website LinkedIn