Quantitative Engineer

Role Description

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.

• 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.

Qualifications

• A well-rounded engineer with over 6 years of experience.
• Deep appreciation for engineering fundamentals.
• Understanding of the importance of writing tests and designing systems for long-term maintainability.
• Knowledgeable with structured finance, including securitizations and credit facility transactions.
• Familiar with web application development and eager to build skills in back-end development.
• Curious about AI and API design, with prior experience being a plus but not required.
• Detail-oriented and capable of abstracting specifics into global patterns.
• Forward-thinking, proactive, and innovative.

Benefits

• Unlimited PTO: Unplug and rejuvenate, however you want.
• $1,000 Learning & Development Fund: Invest in your future through conferences, classes, and workshops.
• Remote-First Environment: Work from wherever you thrive best.
• Health Care and Financial Planning: Comprehensive medical, dental, and vision insurance, along with a 401(k).
• Stay active your way: $138/month for gym or fitness membership and up to $1,650 per year for workout equipment.
• New Family Bonding: 16 weeks of 100% paid leave for primary caregivers and 4 weeks for secondary caregivers.