Quantitative Engineer II

About dv01

dv01 is lifting the curtain on the largest financial market in the world: structured finance. The $16+ trillion market is the backbone of everyday activities that empower financial freedom, from consolidating credit card debt and refinancing student loans, to buying a home and starting a small business.

dv01’s data analytics platform brings unparalleled transparency into investment performance and risk for lenders and Wall Street investors in structured products. As a data-first company, we wrangle critical loan data and build modern analytical tools that enable strategic decision-making for responsible lending. In a nutshell, we're helping prevent a repeat of the 2008 global financial crisis by offering the data and tools required to make smarter data-driven decisions resulting in a safer world for all of us.

More than 400 of the largest financial institutions use dv01 for our coverage of over 75 million loans spanning mortgages, personal loans, auto, buy-now-pay-later programs, small business, and student loans. dv01 continues to expand coverage of new markets, adding loans monthly, and developing new technologies for the structured products universe.

What You Will Do

• Model complex structured finance transactions: You will extract deal structures from offering memorandums, trustee reports, and other legal documents and create programmatic representations of the deals.
• Enhance and go to market with dv01’s revolutionary on-demand reporting tool: Partner internally with Credit Facility Reporting team to further develop the client-facing on-demand borrowing base reporting tool.
• Interact with a diverse team: We operate in a highly collaborative environment, which means you’ll interact with internal domain experts, product managers, engineers, and designers on a daily basis.
• Be client-facing: You will work with customers across investment banks, hedge funds, and large banks to model transactions and develop DealStudio.

What You Bring

• Knowledgeable with structured finance: You have extensive experience with structured finance, including securitizations and credit facility transactions.
• Familiar with web application development: You have a good understanding of web technologies and are eager to build your skills in back-end development. You've worked on small projects or contributed to larger ones, gaining experience with APIs, databases, and creating simple, user-friendly interfaces. You're excited to learn more about building scalable applications and exploring how web development can integrate with complex data and financial systems.
• Comfortable with programming: You’re fluent with at least one programming language, Scala or Python, and interested in developing your technical skills further.
• Comfortable with large datasets: You are comfortable working with datasets containing millions of rows and hundreds of columns and can quickly slice and dice data using tools such as R, Python, Stata, SAS, Tableau, or SQL.
• Detail-oriented: You are meticulous about getting the small details right, but also a big picture thinker capable of abstracting specifics into global patterns.
• Forward-thinking: Proactive and innovative, with the ability to explore uncharted solutions and tackle challenges that don’t have predefined answers.

Compensation

In good faith, our salary range for this role is $125,000 - $135,000 but are not tied to it. Final offer amount will be at the company’s sole discretion and determined by multiple factors, including years and depth of experience, expertise, and other business considerations.

Culture

Our community is fueled by diverse people who welcome differing points of view and the opportunity to learn from each other. Our team is passionate about building a product people love and a culture where everyone can innovate and thrive.

Benefits & Perks

• Unlimited PTO: Unplug and rejuvenate, however you want—whether that’s vacationing on the beach or at home on a mental-health day.
• $1,000 Learning & Development Fund: No matter where you are