Data Scientist (Risk)

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™.

• 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

• 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

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.