What is a Data Engineer at dv01?

At dv01, Data Engineers are the architects of transparency in the capital markets. Our mission is to provide institutional investors with an end-to-end data platform that offers unparalleled insight into structured finance. As a Data Engineer, you are responsible for building and maintaining the robust data pipelines that ingest, normalize, and analyze billions of dollars in loan-level data. Your work ensures that our platform remains the "single source of truth" for the mortgage-backed and asset-backed securities markets.

The impact of this role is immediate and strategic. You won't just be moving data from point A to point B; you will be solving complex data modeling challenges that directly affect how our users visualize risk and performance. Whether you are optimizing a high-throughput ETL process or collaborating with the product team to launch a new analytics feature, your contributions are critical to the stability and scalability of the dv01 ecosystem.

Joining the dv01 engineering team means working in a fast-paced, high-growth environment where technical rigor is balanced with a focus on meaningful outcomes. We value engineers who are not only technically proficient but also deeply curious about the financial domains we operate in. You will be part of a lean, highly collaborative team where your individual contributions have a visible and lasting effect on the business.

Common Interview Questions

Expect a mix of technical drills and behavioral discussions. The questions are designed to test your depth of knowledge and your fit within the dv01 team.

SQL & Data Logic

These questions test your ability to think in sets and handle the complexities of financial data.

• Write a query to find the top 5 loans by balance within each geographical region.
• How do you handle "null" values in a financial dataset where a null could mean either zero or missing information?
• Explain the difference between a RANK() and DENSE_RANK() function and provide a use case for each.

Python & Programming

We look for clean, efficient code that demonstrates a strong grasp of Pythonic principles.

• How would you process a CSV file that is too large to fit into memory?
• Write a script to compare two datasets and output the differences in a structured format.
• Explain how you would use Python to automate a manual data cleanup task you’ve encountered in the past.

Behavioral & Experience

We want to understand how you work and how you've grown as an engineer.

• Describe a time you had to deal with a major data quality issue. How did you identify it and what was the resolution?
• Tell us about a complex technical project you led. What were the challenges and how did you overcome them?
• Why are you interested in the fintech space, and specifically dv01?

Getting Ready for Your Interviews

Preparation for the dv01 interview process should focus on demonstrating both your technical precision and your ability to solve problems in a real-world context. We look for candidates who can think beyond the code and understand the "why" behind their technical decisions.

Technical Proficiency – This is the foundation of the role. You will be evaluated on your mastery of SQL and Python, specifically your ability to manipulate large datasets efficiently. Show us that you can write clean, maintainable, and performant code that handles edge cases gracefully.

Data Modeling & Architecture – We evaluate how you structure data for both performance and clarity. You should be prepared to discuss different architectural patterns and explain how you would design a system to handle evolving data requirements in a financial context.

Problem-Solving & Logic – Beyond syntax, we want to see how you approach ambiguity. Interviewers will look for your ability to break down complex requirements into manageable tasks and your methodology for debugging and optimizing existing pipelines.

Culture & Collaboration – At dv01, we value transparency and directness. You will be interviewed by your future teammates, and they will be looking for a peer who is communicative, receptive to feedback, and eager to contribute to a shared mission.

Interview Process Overview

The interview process at dv01 is designed to be efficient, transparent, and highly relevant to the work you will do every day. We respect your time and aim to move candidates through the stages quickly, ensuring that every interaction provides meaningful insight for both you and the hiring team. The process typically moves from high-level screening to deep technical assessment, culminating in a comprehensive final round.

Our philosophy is to minimize "BS" and focus on practical skills. Rather than abstract brainteasers, you will face challenges that mirror the actual data engineering hurdles we solve at dv01. We want to see how you work with data, how you write code, and how you collaborate with a team of experts who are passionate about financial technology.

The visual timeline above outlines the typical progression from your initial recruiter conversation to the final offer. Most candidates complete this process within a few weeks, starting with technical screens and a take-home or remote challenge before moving to the multi-stage final round. Use this timeline to pace your preparation, ensuring you have brushed up on your core technical skills before reaching the intensive final sessions.

Deep Dive into Evaluation Areas

Data Engineering & SQL Mastery

The core of the Data Engineer role at dv01 involves heavy data manipulation. We need to see that you can navigate complex schemas and write advanced queries that remain performant at scale.

Be ready to go over:

• Advanced SQL – Proficiency with window functions, complex joins, and CTEs is essential.
• Query Optimization – Understanding how to analyze execution plans and optimize slow-running queries.
• Data Normalization – Designing schemas that balance flexibility with data integrity.

Example questions or scenarios:

• "Given a set of loan performance tables, write a query to calculate the rolling 3-month delinquency rate for a specific portfolio."
• "How would you refactor a legacy ETL script that is consistently hitting memory limits during peak ingestion?"

Programming & Data Challenges

We use Python extensively to build our data infrastructure. This area evaluates your ability to use programming languages to solve data-centric problems, focusing on automation and pipeline development.

Be ready to go over:

• Data Structures – Choosing the right tool (e.g., dictionaries, sets, dataframes) for the task at hand.
• Error Handling – Building resilient scripts that can handle malformed data without crashing the entire pipeline.
• API Integration – Experience fetching and processing data from external financial data providers.
• Advanced concepts – Familiarity with concurrency, memory management in Python, and working with large-scale data processing frameworks.

Example questions or scenarios:

• "Implement a function to deduplicate loan records based on a composite key while preserving the most recent update timestamp."
• "How would you design a monitoring system to alert the team when a data ingestion job fails or produces unexpected results?"

System Design & Architecture

As we scale, our architecture must evolve. This area tests your ability to think about the big picture and design systems that are both scalable and maintainable.

Be ready to go over:

• Pipeline Orchestration – Tools and strategies for managing complex task dependencies.
• Cloud Infrastructure – Leveraging cloud services (e.g., AWS) to build scalable data storage and compute environments.
• Data Quality – Implementing automated checks to ensure the accuracy of financial data.

Example questions or scenarios:

• "Design a data pipeline that can ingest daily updates from multiple loan originators, each with a different file format and schema."
• "Describe how you would migrate a large-scale data warehouse from a legacy system to a modern cloud-based solution with minimal downtime."

Key Responsibilities

As a Data Engineer at dv01, your primary responsibility is the lifecycle of our data. This begins with the ingestion of raw loan data from various originators. You will design and implement the ETL processes that transform this raw information into a standardized format, ensuring it is ready for our sophisticated analytics engine.

Collaboration is a cornerstone of this role. You will work closely with Product Managers to understand new data requirements and with Frontend Engineers to ensure that the data structures you build support a seamless user experience. You are also a key partner to our Data Science team, providing them with the clean, high-quality datasets they need for advanced modeling and reporting.

Beyond daily maintenance, you will drive initiatives to improve our data infrastructure. This might include migrating to newer, more efficient storage solutions, implementing more rigorous data validation frameworks, or optimizing our existing codebases to reduce latency. At dv01, you are expected to take ownership of your projects and continuously look for ways to make our data platform faster and more reliable.

Role Requirements & Qualifications

We are looking for engineers who have a proven track record of building and scaling data systems. While a background in finance is a plus, your technical expertise and problem-solving mindset are the most important factors.

• Technical Skills – Expert-level proficiency in SQL and Python is non-negotiable. You should have extensive experience with data pipeline tools and a strong understanding of relational and non-relational databases.
• Experience Level – Typically, successful candidates have 3+ years of experience in a dedicated data engineering or backend role, with a focus on data-intensive applications.
• Soft Skills – Excellent communication skills are required to explain technical concepts to non-technical stakeholders. You should be a self-starter who thrives in a collaborative, fast-moving environment.

Must-have skills:

• Deep understanding of ETL/ELT patterns.
• Experience with cloud data warehouses (e.g., Snowflake, Redshift, BigQuery).
• Mastery of Python for data manipulation and automation.

Nice-to-have skills:

• Familiarity with the structured finance or mortgage industry.
• Experience with workflow orchestration tools like Airflow.
• Knowledge of containerization (Docker, Kubernetes).

Frequently Asked Questions

Q: How technical is the interview process? The process is very technical and focuses heavily on your hands-on coding and SQL abilities. You should be prepared for live coding sessions and a data challenge that requires you to demonstrate your engineering rigor.

Q: What is the company culture like for engineers? The culture is collaborative, transparent, and results-oriented. There is very little bureaucracy, and engineers are encouraged to take ownership of their work and contribute ideas to the product roadmap.

Q: How much preparation is recommended? We recommend spending significant time brushing up on advanced SQL and Python data structures. Reviewing system design principles for data pipelines is also highly beneficial for the final round.

Q: Is there a specific focus on financial knowledge? While you don't need to be a finance expert, you should be interested in the domain. During the interview, showing an ability to understand financial logic (like interest rates or loan balances) will set you apart.

Other General Tips

• Prioritize Clarity over Cleverness: In your coding and SQL challenges, focus on writing code that is easy to read and maintain. In a production environment like dv01, maintainability is key.
• Ask Clarifying Questions: Many of our prompts are intentionally open-ended. We want to see if you can identify ambiguity and ask the right questions before you start building.
• Show Your Work: During the data challenge, provide documentation or comments that explain your thought process. This helps us understand your methodology even if you don't reach a "perfect" solution.

• Be Ready for the "On-site": Whether remote or in-person, the final round is intensive. You will meet with several team members, so keep your energy up and treat every round as a fresh opportunity to show your skills.

Summary & Next Steps

The Data Engineer role at dv01 offers a unique opportunity to sit at the intersection of high-scale engineering and complex financial analysis. By building the infrastructure that powers transparency in the capital markets, you will be making a tangible impact on one of the most critical sectors of the economy. Our process is designed to find engineers who are not only technically elite but also deeply aligned with our mission of data-driven clarity.

As you prepare, focus on the core pillars of SQL mastery, Python proficiency, and thoughtful system design. Remember that we value the "how" and "why" just as much as the final result. Successful candidates are those who can demonstrate a methodical approach to problem-solving and a genuine enthusiasm for building robust data systems.

The compensation data provided reflects the competitive nature of the Data Engineer role at dv01. When reviewing these figures, consider the total package, which often includes equity and comprehensive benefits, reflecting our commitment to long-term employee growth and success. For more detailed insights and to continue your preparation, we encourage you to explore the additional resources available on Dataford. Good luck—we look forward to seeing what you can build.