Quantitative Engineer II

Summary

Join dv01, a data analytics company revolutionizing the structured finance market, and contribute to building a safer financial world. Model complex structured finance transactions, enhance the on-demand reporting tool, and collaborate with a diverse team of experts. Work directly with clients, including investment banks and hedge funds. The ideal candidate possesses extensive structured finance experience, web application development skills, programming fluency (Scala or Python), and comfort with large datasets. This role offers a competitive salary, unlimited PTO, a learning and development fund, a remote-first environment, comprehensive health benefits, and generous parental leave.

Requirements

• 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

Responsibilities

• 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

Benefits

• 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 in your career, always invest in your future. We encourage you to attend conferences, take classes, and lead workshops. We also host hackathons, brunch & learns, and other employee-led learning opportunities
• Remote-First Environment. People thrive in a flexible and supportive environment that best invigorates them. You can work from your home, cafe, or hotel. You decide
• Health Care and Financial Planning. We offer a comprehensive medical, dental, and vision insurance package for you and your family. We also offer a 401(k) for you to contribute
• Stay active your way! Get $138/month to put toward your favorite gym or fitness membership — wherever you like to work out. Prefer to exercise at home? You can also use up to $1,650 per year through our Fitness Fund to purchase workout equipment, gear, or other wellness essentials
• New Family Bonding. Primary caregivers can take 12 weeks off 100% paid leave, while secondary caregivers can take 3 weeks. Returning to work after bringing home a new child isn’t easy, which is why we’re flexible and empathetic to the needs of new parents