Sr. Reverse Engineer

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.

A Senior Reverse Engineer marries quantitative skills with a deep understanding of ABS, RMBS, Private Credit, Structured Finance, and Mortgage markets to ensure that users, across all of the asset classes dv01 serves, receive accurate deal data and cashflows.

The Senior Reverse Engineer reports to the Securitizations Manager. Because securitization cashflows are dependent on loan level data and impact various products, Reverse Engineers partner closely with our Integration, QA and Data Engineering teams in ensuring valid cashflow projections. The role offers cross-functional exposure across our business, consequently providing you with great exposure to the different areas in which you may want to develop your career, as you grow with us.

You will:

• 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.

You are:

• Proficient in cashflow modeling of complex deal structures with a focus on Private Credit transactions. You have 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. You are proficient in Excel. You have 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. You are 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…