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...
Implement and maintain risk analytics covering interest rate sensitivities (DV01, duration, convexity), spread risk, scenario...
analysis, stress testing, and sensitivity analysis for investment opportunities and existing holdings (using Intex, DV01... designation is helpful Experience with or proficiency in DV01, 1010data, and/or BlackRock Analytics is helpful About the Firm...
) , Credit Derivative sensitivity measures: Delta, Vega, Gamma, DV01, Theta, VaR, etc. Experience with 3rd party trading...
with dv01, DealCloud, Power BI, and iLevel a plus Bachelor’s degree and strong academic record with concentration in math...
or risk monitoring. Familiarity with risk metrics such as DV01, CS01, spread risk, or inventory risk. Experience supporting...
Derivatives, Credit Derivatives, Bonds Knowledge of risk metrics such as DV01, CS01, etc. Required Technical Skills Strong...
, yields, dv01, and other market relevant analytics Experience in trading system re-design migration projects is a big...
sensitivities (DV01, CS01, Greeks), P&L attribution, and cash flow generation. Identify and advocate for new models and design...