data scientist for risk models in fintech

Revolut provides financial products for spending, saving, investing, exchanging, and travelling, helping its customers manage their money with greater visibility, control, and freedom.

• Develop and maintain methodologies and policies for liquidity and market derivative modelling
• Deliver data-driven solutions that create product impact
• Build, enhance, and maintain the core risk engine, including margin models, leverage frameworks, and liquidation logic
• Develop and calibrate risk models for isolated and cross margin, partial and full liquidation, bankruptcy pricing, and future portfolio margining
• Collaborate with Engineering to deploy risk methodologies into production systems and iteratively improve models based on market conditions
• Automate advanced analytic workflows, including P&L attribution, daily risk reporting, short-term investment performance, and cash flow analysis
• Prepare compliance documentation and present risk insights, exposures, and recommendations to senior leadership

• Degree in mathematics, statistics, financial engineering, machine learning, or computer science
• 3+ Years of experience in machine learning, financial engineering, or similar roles within liquidity or market derivatives
• Knowledge of margin trading mechanics, derivatives pricing models, and liquidation and liquidity risk management
• Expertise in building and validating risk and margin models, including VaR, Expected Shortfall, SPAN, CCP-style IM/VM, stress tests, and scenario simulations
• Proficiency in quantitative modelling, time-series methods (GARCH, ARIMA, stochastic calculus), advanced Python, and SQL for large-scale data analysis
• Familiarity with high-frequency datasets and fast-paced risk environments
• Будет плюсом: Experience at a major financial institution, asset manager, or liquidity provider, or in a treasury or risk department (FTP, ALM, liquidity, IRRB, etc.); exposure to market-making workflows and risks (inventory management, P&L drivers, spread optimisation, and internalisation strategies); familiarity with regulatory and institutional risk frameworks (Basel III/IV, FRTB, SA-CCR, CCP margin methodologies)

• Financial benefits
• Revolut Metal subscription with perks
• Year-round events