Senior Reverse Engineer

Summary

Join dv01, a data analytics company revolutionizing the structured finance market, as a Senior Reverse Engineer. You will leverage your quantitative skills and deep understanding of structured finance to ensure accurate deal data and cashflows for users across various asset classes. This role involves reverse engineering transactions, setting up deal waterfalls, and expanding your structured finance knowledge. You will collaborate with engineering teams to develop and improve data quality. The position requires proficiency in cashflow modeling, experience in structured finance reverse engineering, and strong analytical and problem-solving skills. dv01 offers a competitive salary, unlimited PTO, a learning and development fund, a remote-first environment, and comprehensive benefits.

Requirements

• Proficient in cashflow modeling of complex deal structures with a focus on Private Credit transactions
• 4+ years experience working in structured finance reverse engineering
• An expert in interpreting complex deal documentation and extracting relevant data and concepts
• Highly effective at collaborating with quantitative analysts, QA teams, and data engineers to ensure the seamless onboarding and ongoing maintenance of securitized deals
• An analytical problem solver
• Proficient in Excel
• Solid quantitative skills and are competent at modeling deal waterfalls
• You either know or are eager to learn Python/SQL to perform ad-hoc data analysis, with a desire and ability to grow quickly on the technical front
• Able to analyze financial statements
• Able to identify key metrics and transactional details on cashflow statements, investor reports, securitization trustee reports and are not afraid to get your hands dirty by diving into loan-level data
• A focused, detail-oriented, multi-tasker
• You love the intricate details of a thorough analysis, but also stay aware of the bigger picture while operating across multiple threads of work
• You're able to communicate your findings and opinions internally, as well as with clients

Responsibilities

• Reverse engineer structure finance transactions. You will set up deal waterfalls for Consumer Unsecured, Mortgages, Student Loans, Private Credit and other asset classes based on the Offering Memorandum and supporting documents. You will be a critical piece in dv01's cashflow efforts across the structured finance space
• Expand your structured finance knowledge. You will gain exposure to many facets of the ABS and RMBS spaces, combining information from a variety of sources (cashflow tieout packages, deal documents, trustee reports, etc.) that all flow into dv01's wide range of client offerings
• Enhance your technical skills. You will work closely with engineering teams at dv01 to develop and productize solutions both for our customers and internally. You will drive processes to improve data quality through a variety of technologies

Benefits

• Unlimited PTO
• $1,000 Learning & Development Fund
• Remote-First Environment
• 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