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[Remote] Sr. Reverse Engineer

Work from home Full-time role Hiring

Note: The job is a remote job and is open to candidates in USA. dv01 is lifting the curtain on the largest financial market in the world: structured finance. The Senior Reverse Engineer marries quantitative skills with a deep understanding of ABS, RMBS, Private Credit, Structured Finance, and Mortgage markets to ensure users receive accurate deal data and cashflows.

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

Skills

  • Proficient in cashflow modeling of complex deal structures with a focus on Private Credit transactions
  • 4+ years experience working in structured finance reverse engineering
  • 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
  • Proficient in Excel
  • Solid quantitative skills and competent at modeling deal waterfalls
  • Eager to learn Python/SQL to perform ad-hoc data analysis
  • Able to analyze financial statements
  • Able to identify key metrics and transactional details on cashflow statements, investor reports, securitization trustee reports
  • Detail-oriented, multi-tasker
  • Able to communicate findings and opinions internally, as well as with clients

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 16 weeks off 100% paid leave, while secondary caregivers can take 4 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.

Company Overview

  • As a hub between lenders and capital markets, dv01 provides one source of transparent data for bonds and whole loans. It is a sub-organization of Fitch Solutions. It was founded in 2014, and is headquartered in New York, New York, USA, with a workforce of 51-200 employees. Its website is https://www.dv01.co.
  • Company H1B Sponsorship

  • dv01 has a track record of offering H1B sponsorships, with 2 in 2026, 6 in 2025, 10 in 2024, 2 in 2023, 6 in 2022, 2 in 2021, 4 in 2020. Please note that this does not guarantee sponsorship for this specific role.
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