Senior Reverse Engineer

Salary: [Not Specified] Location Type: [Not Specified] Employment Type: [Not Specified]

Position Overview

dv01 is revolutionizing the structured finance market, a critical $16+ trillion sector that underpins everyday financial activities. Our data analytics platform provides unparalleled transparency into investment performance and risk for lenders and Wall Street investors in structured products. As a data-first company, we leverage critical loan data and modern analytical tools to drive strategic decision-making for responsible lending, aiming to prevent future financial crises by promoting smarter, data-driven decisions.

Over 400 leading financial institutions utilize dv01's platform, covering more than 75 million loans across mortgages, personal loans, auto, buy-now-pay-later, small business, and student loans. We are continuously expanding our market coverage and developing new technologies for the structured products universe.

Role Description

The Senior Reverse Engineer combines quantitative expertise with a deep understanding of ABS, RMBS, Private Credit, Structured Finance, and Mortgage markets. This role is crucial for ensuring that users across all asset classes served by dv01 receive accurate deal data and cashflows. The Senior Reverse Engineer reports to the Securitizations Manager and collaborates closely with our Integration, QA, and Data Engineering teams to ensure valid cashflow projections, given their dependency on loan-level data and impact across various products. This position offers significant cross-functional exposure, providing opportunities for career development across different areas of the business.

Responsibilities

• Reverse Engineer Structured Finance Transactions: Set up deal waterfalls for Consumer Unsecured, Mortgages, Student Loans, Private Credit, and other asset classes by interpreting Offering Memorandums and supporting documents. Play a critical role in dv01's cashflow initiatives within the structured finance domain.
• Expand Structured Finance Knowledge: Gain exposure to various facets of the ABS and RMBS markets by synthesizing information from diverse sources, including cashflow tie-out packages, deal documents, and trustee reports, all of which contribute to dv01's client offerings.
• Enhance Technical Skills: Collaborate with dv01's engineering teams to develop and productize solutions for both clients and internal use. Drive processes to improve data quality through various technologies.

Requirements

• Proficiency in Cashflow Modeling: Demonstrated expertise in modeling complex deal structures, with a strong emphasis on Private Credit transactions.
• Structured Finance Experience: 4+ years of experience in structured finance reverse engineering.
• Document Interpretation: Expert ability to interpret complex deal documentation and extract relevant data and concepts.
• Collaboration Skills: Highly effective at collaborating with quantitative analysts, QA teams, and data engineers to ensure the seamless onboarding and ongoing maintenance of securitized deals.
• Analytical Problem-Solving: Proficient in Excel with solid quantitative skills and competence in modeling deal waterfalls. Familiarity with or eagerness to learn Python/SQL for ad-hoc data analysis, with a strong desire and ability for rapid technical growth.
• Financial Statement Analysis: Ability to analyze financial statements, identify key metrics and transactional details in cashflow statements, investor reports, and securitization trustee reports, including working with loan-level data.
• Attention to Detail: Focused, detail-oriented, and capable of multi-tasking, with an appreciation for intricate analytical details while maintaining awareness of the broader picture.