Principal, Consumer Finance Investment Strategy
Core
Building and institutionalizing cash flow modeling, credit and prepayment analytics, and risk assessment capabilities for Apollo's consumer finance investment strategies.
Role type
Principal, Consumer Finance Investment Strategy
Builds
Scalable, code-based modeling frameworks for pricing, structuring, collateral performance analytics, and risk management across securitized and unsecuritized consumer finance products.
Domain
Consumer Finance / Structured Finance
Deliverable
production ML models | product features
Required skills
Consumer credit modeling (default, loss severity, prepayment, delinquency), Deal waterfall mechanics, Collateral surveillance, Cash flow modeling, Structured finance deal structures, Credit enhancement mechanics, Regulatory capital frameworks (Basel III / SCR), Programming (Python, SQL, R, C#, C++), Loan-level data analysis, Machine learning/AI integration (credit scoring, alternative data, time series forecasting)
Preferred skills
Experience with securitization deal structures, Rating agency methodologies, Big loan-level dataset processing (SAS), C# and/or C++ programming, Advanced degree in quantitative discipline, Application of ML techniques to consumer credit/structured finance
Technologies
Python, SQL, R, C#, C++, SAS, Intex, dv01
Responsibilities
Construct and maintain loan-level and cohort-level default, loss severity, prepayment, and delinquency roll-rate models; Develop scenario and stress testing frameworks for collateral performance; Build collateral surveillance tools for pool performance monitoring; Design and maintain cash flow models for consumer finance transactions (Auto ABS, Credit Card ABS, etc.); Develop standardized, code-based waterfall engines for deal structures; Partner with investment teams for quantitative analytics in deal evaluation and pricing; Integrate consumer finance models into Apollo's centralized analytics platform; Identify and implement opportunities to apply machine learning and AI techniques to consumer finance workflows; Benchmark and adopt leading modeling practices from peer institutions; Collaborate with technology and data teams to establish robust data pipelines and model governance; Provide mentorship and technical guidance to junior quantitative professionals.
Seniority
Principal, hands-on IC with strategic partnership
