Revolut

Data Scientist (Risk)

23.2k - 27.3k PLN23 200 - 27 300 PLN/ mies./ mies.UoPUmowa o pracę (brutto)

5500 - 6500 EUR/ mies./ mies.UoPUmowa o pracę (brutto)

SeniorZdalnie·KrakówFull-time·Umowa o pracę

#412664·Dodano dwa miesiące temu·12

Źródło: Revolut

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Tech Stack / Keywords

Data ScienceMachine Learning Python SQL

Firma i stanowisko

Revolut is a financial technology company with over 75 million customers worldwide, offering products including spending, saving, investing, exchanging, and travelling. The company has over 13,000 employees working globally from offices and remotely, and has been certified as a Great Place to Work™.

Wymagania

Degree in mathematics, statistics, financial engineering, machine learning, or computer science
3+ years of experience in machine learning, financial engineering, or related roles in liquidity or market derivatives
Knowledge of margin trading mechanics, derivatives pricing models, and 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
Proficient in quantitative modelling and time-series methods such as GARCH, ARIMA, stochastic calculus
Advanced skills in Python and SQL for large-scale data analysis
Familiarity with high-frequency datasets and working in fast-paced risk environments

Nice to have:

Experience at financial institutions, asset managers, liquidity providers, or treasury/risk departments
Exposure to market-making workflows, inventory management, and spread optimisation strategies
Familiarity with regulatory frameworks like Basel III/IV, FRTB, SA-CCR, and CCP margin methodologies

Obowiązki

Develop and maintain methodologies and policies for liquidity and market derivative modelling
Deliver data-driven solutions to impact products
Build, enhance, and maintain the core risk engine, including margin models, leverage frameworks, and liquidation logic
Develop and calibrate risk models covering margin, liquidation, bankruptcy pricing, and portfolio margining
Collaborate with Engineering to deploy risk methodologies and iteratively improve models
Automate analytic workflows such as P&L attribution and daily risk reporting
Prepare compliance documentation and present risk insights and recommendations to senior leadership

Benefity

Compensation range for Krakow and Poland: PLN 23,200 - 27,300 gross monthly
Compensation range for Vilnius and Lithuania: €5,500 - €6,500 gross monthly
Compensation discussion for other locations during interview
Final offer based on qualifications, skills, and experience

Inne informacje

Candidates must apply only through official Revolut channels and verify authenticity of communications. Revolut does not ask for payment or personal financial information during hiring. Submission of truthful information is mandatory; false information may lead to rejection or termination. Personal data is processed according to Revolut's Candidate Privacy Notice.

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