Own structured finance calculations. You will be responsible for improving & defining performance calculations, such as CPR, CDR, ROI, across all asset classes including MPL, mortgages, student loans, auto loans, & small business loans according to market conventions. You will work with the product & engineering teams to ensure these calculation are properly integrated & implemented.
Build up trust in our product. You will become an expert in all of dv01's product lines & the calculations/data that makes these product tick. You will work with the QA & engineer teams to ensure accuracy of the numbers in our product & communicate with customers to build up additional trust in our product.
Help define new products. dv01 is quickly introducing new analytics products & expanding existing products in to new markets & asset classes. You will work closely with the product team to define calculations/functionality that align with market conventions.
Experienced with ABS/MBS. You have 3+ years of experience operating in the ABS/MBS market. You understand how investors evaluate the risks & returns of the collateral, & key market conventions. Experience with MPL is a plus.
Detail oriented & data driven.
Communicate effectively with customers.
Scrappy & resourceful. You are comfortable operating in a startup environment that's growing & changing quickly. You understand the importance of iterating quickly in a customer driven product process.