Sr. Reverse Engineer

About the role

The Senior Reverse Engineer at dv01 plays a crucial role in ensuring that users across various asset classes receive accurate deal data and cashflows. This position requires a deep understanding of ABS, RMBS, Private Credit, and Structured Finance markets, and involves setting up deal waterfalls based on Offering Memorandums and supporting documents.

Responsibilities

• Reverse engineer structure finance transactions
• Set up deal waterfalls for Consumer Unsecured, Mortgages, Student Loans, Private Credit, and other asset classes
• Expand structured finance knowledge by gaining exposure to various facets of ABS and RMBS spaces
• Collaborate with quantitative analysts, QA teams, and data engineers to ensure seamless onboarding and ongoing maintenance of securitized deals
• Enhance technical skills by working closely with engineering teams to develop and productize solutions for both customers and internally
• Drive processes to improve data quality through various technologies

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
• Expert in interpreting complex deal documentation and extracting relevant data and concepts
• Highly effective at collaborating with quantitative analysts, QA teams, and data engineers
• Proficient in Excel and capable of modeling deal waterfalls
• Desire and ability to grow quickly in technical skills, either knowing Python/SQL or eager to learn
• Able to analyze financial statements and identify key metrics and transactional details
• Focused, detail-oriented, and able to operate across multiple threads of work

Qualifications

• Advanced degree in Finance, Economics, Mathematics, or a related field
• Experience with structured finance and reverse engineering
• Strong analytical and problem-solving skills
• Excellent communication and collaboration abilities

Skills

• Cashflow modeling
• Structured finance knowledge
• Data analysis using Excel and Python/SQL
• Financial statement analysis
• Collaboration with quantitative analysts, QA teams, and data engineers

Benefits & Perks

• Unlimited PTO
• $1,000 Learning & Development Fund
• Remote-First Environment
• Health Care and Financial Planning
• Stay active your way!
• New Family Bonding