DV01, basis risk, and credit and market risk limits of business product. Produce internal and external quarterly stress...
dv01 is lifting the curtain on the largest financial market in the world: structured finance. The $16+ trillion market... student loans, to buying a home and starting a small business. dv01’s data analytics platform brings unparalleled...
, and recognizing engineering talent;builds clear technical ladders and career paths. Strong domain expertise in SIRR and ALM: DV01...
-to-maturity, and DV01 concepts and their underlying calculations. Familiarity with structured trades and packages (switches...
activities, including DV01, key-rate duration, convexity, and scenario analysis. Assist in evaluating hedging strategies...
paths. Strong domain expertise in SIRR and ALM: DV01, BPV, duration/convexity, yield curve construction, EVE vs EaR, FTP...
, yield-to-maturity, DV01, and how these are used in trading workflows Credit-specific basics such as spread, clean/dirty...