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...
DV01, basis risk, and credit and market risk limits of business product. Produce internal and external quarterly stress...
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...