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...
testing, DV01/delta, gamma/convexity;familiarity with spread and prepayment risk). Strong quantitative and analytical skills...
., VaR, stress testing, DV01/delta, gamma/convexity;familiarity with spread and prepayment risk). Strong quantitative...
. Strengthen NII, MVE/EVE, DV01 and AOCI measurement through scenario design, limit calibration, sensitivity analysis, assumption...
value, competitive offerings, supply and demand, market movements, aging, concentration, and DV01 exposure to improve... positions for assigned activity or on behalf of senior traders;supports book-level DV01, aging, and concentration reporting...
trading and securitization businesses. Strong understanding of securitized products risk analytics, including OAS, dv01...
. · Advanced Excel proficiency, including complex functions and VBA. · Experience with financial analytics tools such as DV01...
: explain drivers of hedge results (e.g., curve moves, carry/roll, DV01 changes) and produce related analyses for senior...
and manage derivative positions, including mark-to-market exposure relative to capital, duration, DV01, convexity, basis risk... risk, duration, DV01, basis risk, and derivatives valuation. Working knowledge of FX markets and hedging products. Strong...
collaboratively across the organization to resolve issues. Advanced Excel skills;familiarity with dv01, DealCloud, Power BI...