Jobs from company career pages

3,092,751 postings from 71,505 employers. Scout sends you the ones that fit, every morning. Get your matches

Logos provided by Logo.dev

Apollo Solutions

VP Quant Analyst - Risk and Margins

Place: New York, New York, United States
Pay: $180k
Posted: Yesterday

Apply Sign up to save

Applies on apollo-solutions.com

The role

Vice President, Quantitative Analyst - Risk & Margin (New York)

Are you a quant with deep expertise in risk analytics, margin methodology development, and quantitative modelling?

We're seeking a Vice President, Quantitative Analytics to join a Liquid Financing team, partnering closely with Risk stakeholders to develop and enhance client margin frameworks, exposure monitoring models, and risk methodologies across a range of financing products.

Key Responsibilities

Develop, maintain, and enhance margin methodologies across Liquid Financing products.

Build quantitative models and analytics used to monitor client exposures and portfolio risk.

Partner with Risk and senior business stakeholders on risk and margin-related initiatives.

Deliver analytical solutions to support day-to-day risk management and strategic projects.

Drive model implementation and quantitative tooling using Python and modern development practices.

Requirements

Strong experience within quantitative risk, margin, financing, prime brokerage, XVA, treasury, or related markets businesses.

Recent hands-on experience applying stochastic calculus, conditional probability, and quantitative risk modelling techniques in a commercial environment.

Demonstrable experience developing, enhancing, validating, or governing margin methodologies, including exposure modelling, stress testing, collateral analytics, initial margin, and/or variation margin frameworks.

Experience with fixed income and/or equity products and associated quantitative models.

Advanced Python programming skills and experience with object-oriented development.

Strong understanding of calculus, probability theory, statistics, and quantitative modelling.

Excellent communication skills with the ability to explain complex quantitative concepts to both technical and non-technical stakeholders.

Preferred Experience

Prime Brokerage, XVA, Corporate Treasury, Repo, Margin Lending, Futures, or Equity Options experience.

Knowledge of margin methodologies, stress scenarios, and risk framework design.

Experience with AWS, Kubernetes, CI/CD practices, workflow automation, and databases.

Experience with Jupyter, Dash, APIs, and data visualisation tools.

Familiarity with AI-assisted software development tools

This is an excellent opportunity for a hands-on quant who enjoys combining rigorous mathematical modelling with practical risk and margin management challenges.