Senior Quantitative 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.

Responsibilities

• Build client-facing APIs and AI-powered tooling: Contribute to dv01's External API products and AI assistant, designing RESTful endpoints, integrating structured finance domain knowledge into conversational interfaces, and connecting external tools to dv01's data platform.
• Integrate with modern connectivity standards: Work with MCP and similar integration patterns to connect AI agents and external tools to dv01's data platform, enabling seamless interoperability across client workflows.
• Model complex structured finance transactions: 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: Operate in a highly collaborative environment, interacting with internal domain experts, product managers, engineers, and designers on a daily basis.

Requirements

• A well-rounded engineer: Deep appreciation for engineering fundamentals with over 6 years of experience. Understanding of the importance of writing tests, designing systems for long-term maintainability, and evaluating different engineering approaches.
• Knowledgeable with structured finance: Extensive experience with structured finance, including securitizations and credit facility transactions.
• Familiar with web application development: Good understanding of web technologies and eagerness to build skills in back-end development. Experience with APIs, databases, and creating user-friendly interfaces.
• Curious about AI and API design: Interest in how LLMs and well-designed APIs can make complex financial data more accessible. Prior experience is a plus but not required.
• Detail-oriented: Meticulous about small details while also capable of abstracting specifics into global patterns.
• Forward-thinking: Proactive and innovative, with the ability to explore uncharted solutions and tackle challenges without predefined answers.

Benefits

• Unlimited PTO: Unplug and rejuvenate as needed, whether for vacation or mental-health days.
• $1,000 Learning & Development Fund: Attend conferences, take classes, lead workshops, or participate in hackathons and employee-led learning opportunities.
• Remote-First Environment: Flexible and supportive work environment, allowing you to work from home, a café, or a hotel.
• Health Care and Financial Planning: Comprehensive medical, dental, and vision insurance for you and your family, plus a 401(k) plan.
• $138/month fitness stipend: Use toward your favorite gym or fitness membership, or up to $1,650 per year for home workout equipment and wellness essentials.
• New Family Bonding: Primary caregivers receive 16 weeks of 100% paid leave, while secondary caregivers receive 4 weeks. Flexible and empathetic support for new parents.

In good faith, our salary range for this role is $140,000 - $160,000 but final offer amount will be determined by multiple factors, including years and depth of experience, expertise, and other business considerations.

Our community is fueled by diverse people who welcome differing points of view and the opportunity to learn from each other. Our team is passionate about building a product people love and a culture where everyone can innovate and thrive. dv01 is an equal opportunity employer.