Principal, Structured CRE/BPL Resi Desk Strat
Core
Building and institutionalizing cash flow modeling, deal structuring analytics, and risk assessment capabilities for Apollo's structured CRE/BPL investment strategies.
Role type
Principal, Structured CRE/BPL Resi Desk Strat
Builds
Scalable, code-based modeling frameworks for pricing, structuring, and risk management of commercial mortgage loan pools across securitization formats.
Domain
Structured Commercial Real Estate and Business-Purpose Residential Finance
Deliverable
production ML models | product features
Required skills
Cash flow modeling for securitized transactions, Waterfall engine development, Loan-level default/loss/prepayment modeling, Collateral performance framework design, Python, SQL, MATLAB, C#, CRE fundamentals (NOI, cap rates, DSCR), Securitization deal structures, Credit enhancement mechanics, Regulatory capital frameworks (Basel III/SCR)
Preferred skills
Machine learning/AI integration in investment workflows, Property valuation models, Anomaly detection in loan pools, Gradient-boosted models, NLP for document extraction, Neural networks for time series, Rating agency methodologies
Technologies
Python, SQL, MATLAB, C#
Responsibilities
Design and maintain cash flow models for CRE/BPL loan pools across various securitization formats, Develop standardized code-based waterfall engines, Construct loan-level default and loss severity models, Partner with investment teams for deal evaluation and pricing, Develop scenario and sensitivity frameworks for macro variables, Integrate structured CRE models into firmwide quantitative infrastructure, Mentor junior quantitative professionals
Seniority
Principal, hands-on IC with strategic partnership