Senior Quantitative Engineer

About this role

<p><span style="font-weight: 400;">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.</span></p> <p><span style="font-weight: 400;">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. </span></p> <p><span style="font-weight: 400;">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.</span></p> <h3><strong>YOU WILL:</strong></h3> <ul> <li><strong>Build client-facing APIs and AI-powered tooling:</strong> 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.</li> <li><strong>Integrate with modern connectivity standards: </strong>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.</li> <li><strong>Model complex structured finance transactions:</strong> You will extract deal structures from offering memorandums, trustee reports, and other legal documents and create programmatic representations of the deals.</li> <li><strong>Enhance and go to market with dv01’s revolutionary on-demand reporting tool: </strong>Partner internally with Credit Facility Reporting team to further develop the client-facing on-demand borrowing base reporting tool. </li> <li><strong>Interact with a diverse team: </strong>We operate in a highly collaborative environment, which means you’ll interact with internal domain experts, product managers, engineers, and designers on a daily basis.</li> </ul> <h3><strong>YOU ARE:</strong></h3> <ul> <li><strong>A well-rounded engineer:</strong> You have a deep appreciation for engineering fundamentals holding over 6 years of experience. You understand the importance of writing tests, designing systems for long-term maintainability, and coming up with and evaluating different engineering approaches.</li> <li><strong>Knowledgeable with structured finance: </strong>You have extensive experience with structured finance, including securitizations and credit facility transactions.</li> <li><strong>Familiar with web application development: </strong>You have a good understanding of web technologies and are eager to build your skills in back-end development. You've worked on small projects or contributed to larger ones, gaining experience with APIs, databases, and creating simple, user-friendly interfaces. You're excited to learn more about building scalable applications and exploring how web development can integrate with complex data and financial systems.</li> <li><strong>Curious about AI and API design: </strong>You're interested in how LLMs and well-designed APIs can make complex financial data more accessible. Prior experience is a plus but not required.</li> <li><strong>Detail-oriented: </strong>You are meticulous about getting the small details right, but also a big picture thinker capable of abstracting specifics into global patterns.</li> <li><strong>Forward-thinking:</strong> Proactive and innovative, with the ability to explore uncharted solutions and tackle challenges that don’t have predefined answers.</li> </ul> <p><strong>BENEFITS & PERKS</strong>:</p> <ul> <li><strong>Unlimited PTO</strong>. Unplug and rejuvenate, however you want—whether that’s vacationing on the beach or at home on a mental-health day.</li> <li><strong>$1,000 Learning & Development Fund</strong>. 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.</li> <li><strong>Remote-First Environment. </strong>People thrive in a flexible and supportive environment that best invigorates them. You can work from your home, cafe, or hotel. You decide.</li> <li><strong>Health Care and Financial Planning.</strong> 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.</li> <li><strong>Stay active your way! </strong>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…