dv01

Senior Reverse Engineer

United States

Not SpecifiedCompensation
Senior (5 to 8 years)Experience Level
Full TimeJob Type
UnknownVisa
Financial Services, Data & Analytics, FintechIndustries

Requirements

Candidates must have at least 4 years of experience in structured finance reverse engineering, with proficiency in cashflow modeling of complex deal structures, particularly Private Credit transactions. Expertise in interpreting complex deal documentation, extracting relevant data, and collaborating with quantitative analysts, QA teams, and data engineers is essential. Proficiency in Excel, strong quantitative skills, and the ability to model deal waterfalls are required. Familiarity with Python/SQL for data analysis is preferred, along with the ability to analyze financial statements, identify key metrics, and dive into loan-level data. Detail-orientation and multi-tasking abilities are also necessary.

Responsibilities

The Senior Reverse Engineer will reverse engineer structured finance transactions by setting up deal waterfalls for various asset classes based on offering memorandums and supporting documents. They will expand their structured finance knowledge by gaining exposure to ABS and RMBS spaces, combining information from multiple sources to support client offerings. Additionally, they will enhance technical skills by working with engineering teams to develop and productize solutions, and drive processes to improve data quality through various technologies.

Skills

Reverse Engineering
Quantitative Skills
ABS
RMBS
Private Credit
Structured Finance
Mortgage Markets
Data Analytics
Cashflow Projections

dv01

Data management and analytics for lending markets

About dv01

dv01 provides a data management and analytics platform specifically designed for the lending markets. It offers detailed insights into loan-level data for various types of loans, such as consumer unsecured loans, non-QM loans, auto loans, and student loans. The platform helps financial institutions make informed decisions by allowing them to analyze loan performance, track loans in forbearance, and evaluate their portfolios over time. dv01 differentiates itself from competitors by standardizing loan-level data and offering tools for performance metrics and ESG data analytics, which are essential for impact investments. The company's goal is to enhance transparency and intelligence in the lending market, enabling clients to identify risks, project cashflows, and compare loan datasets effectively.

New York City, New YorkHeadquarters
2014Year Founded
$35.5MTotal Funding
SERIES_BCompany Stage
Fintech, Social Impact, Financial ServicesIndustries
51-200Employees

Benefits

Unlimited Paid Time Off
$1,000 Learning & Development Fund
Remote Work Options
Health Insurance
401(k) Retirement Plan
Gym Membership
New Family Bonding

Risks

Emerging fintech competitors may erode dv01's market share.
Fitch Group acquisition may disrupt existing client relationships or operational focus.
Reliance on partnerships like GoodLeap exposes dv01 to potential risks if they dissolve.

Differentiation

dv01 offers unparalleled loan-level transparency and insight into lending markets.
The platform integrates data from 16 marketplace lending platforms and multiple mortgage servicers.
dv01 provides standardized, cleansed loan-level data for efficient risk identification and cashflow projections.

Upsides

Growing demand for ESG data analytics aligns with dv01's offerings.
Collaboration with Fitch Ratings enhances dv01's position in non-agency RMBS markets.
Increased regulatory scrutiny on data transparency boosts demand for dv01's services.

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