2 months ago

Principal, Consumer Finance Investment Strategy

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

Source: Company careers pageValidated by: Fursa AI

Last checked: 10 hours agoStatus: Live

Job Summary

Lead end-to-end quantitative modeling for consumer finance investments, building scalable cash-flow and collateral models across securitized and whole-loan structures. Drive integration of analytics and AI into investment workflows, partnering with investment teams and senior leadership to support pricing, risk management, and new deal evaluation in Auto ABS, Credit Card ABS, BNPL, and related consumer loan assets.

Location: United States

Workplace: Onsite

Employment Type: Full time

Job Function: Strategy & Corporate Development

Seniority: Sr. Manager level

Key Responsibilities

•Construct and maintain loan-level and cohort-level default, loss severity, prepayment, and delinquency roll-rate models calibrated to borrower characteristics (FICO, DTI, LTV, vintage, geography) and macroeconomic variables (unemployment, interest rates, HPI).
•Develop scenario and stress testing frameworks to assess the sensitivity of collateral performance and tranche economics to adverse credit and macro environments.
•Build collateral surveillance tools that enable systematic monitoring of pool performance trends—including delinquency migration, cumulative net loss curves, and prepayment speeds—across both seasoned portfolios and new originations.
•Develop standardized tools to leverage internal, loan-level collateral credit models to analyze public ABS deals.
•Analyze emerging consumer credit segments (marketplace lending, BNPL, fintech-originated loans) and develop bespoke modeling approaches that capture their unique risk profiles, including limited performance histories and non-traditional underwriting criteria.

Pay and Benefits

Salary: USD 300,000 annually

Key Requirements

•Significant experience in consumer credit analytics, securitized products, or quantitative consumer finance, with deep domain expertise across one or more of: Auto ABS, Credit Card ABS, Student Loan ABS, Personal Loan ABS, consumer whole loans, marketplace lending, and/or BNPL.
•Demonstrated ability to build production-quality cash flow models for consumer finance transactions, including collateral performance modeling (default, prepayment, loss severity) and deal waterfall engines.
•Proficiency in programming languages and quantitative tools commonly used in structured finance and consumer credit modeling (e.g., Python, SQL, R, or equivalent).
•Familiarity with industry-standard structured finance cash flow modeling platforms (e.g., Intex, dv01, etc.) and consumer credit data providers is expected.
•Experience with securitization deal structures, credit enhancement mechanics, rating agency methodologies, and regulatory capital frameworks (Basel III / SCR) is strongly preferred.

Experience:Consumer financeStructured financeCredit analytics

Skills:PythonSQLRSASIntexDv01C#C++

Tech Stack:PythonSQLRSASIntexDv01C#C++

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

2 months ago

Principal, Consumer Finance Investment Strategy

✓ Verified Job

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

Source: Company careers pageValidated by: Fursa AI

Last checked: 10 hours agoStatus: Live

Job Summary

Location: United States

Workplace: Onsite

Employment Type: Full time

Job Function: Strategy & Corporate Development

Seniority: Sr. Manager level

Key Responsibilities

•Construct and maintain loan-level and cohort-level default, loss severity, prepayment, and delinquency roll-rate models calibrated to borrower characteristics (FICO, DTI, LTV, vintage, geography) and macroeconomic variables (unemployment, interest rates, HPI).
•Develop scenario and stress testing frameworks to assess the sensitivity of collateral performance and tranche economics to adverse credit and macro environments.
•Build collateral surveillance tools that enable systematic monitoring of pool performance trends—including delinquency migration, cumulative net loss curves, and prepayment speeds—across both seasoned portfolios and new originations.
•Develop standardized tools to leverage internal, loan-level collateral credit models to analyze public ABS deals.
•Analyze emerging consumer credit segments (marketplace lending, BNPL, fintech-originated loans) and develop bespoke modeling approaches that capture their unique risk profiles, including limited performance histories and non-traditional underwriting criteria.

Pay and Benefits

Salary: USD 300,000 annually

Key Requirements

•Significant experience in consumer credit analytics, securitized products, or quantitative consumer finance, with deep domain expertise across one or more of: Auto ABS, Credit Card ABS, Student Loan ABS, Personal Loan ABS, consumer whole loans, marketplace lending, and/or BNPL.
•Demonstrated ability to build production-quality cash flow models for consumer finance transactions, including collateral performance modeling (default, prepayment, loss severity) and deal waterfall engines.
•Proficiency in programming languages and quantitative tools commonly used in structured finance and consumer credit modeling (e.g., Python, SQL, R, or equivalent).
•Familiarity with industry-standard structured finance cash flow modeling platforms (e.g., Intex, dv01, etc.) and consumer credit data providers is expected.
•Experience with securitization deal structures, credit enhancement mechanics, rating agency methodologies, and regulatory capital frameworks (Basel III / SCR) is strongly preferred.

Experience:Consumer financeStructured financeCredit analytics

Skills:PythonSQLRSASIntexDv01C#C++

Tech Stack:PythonSQLRSASIntexDv01C#C++

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