Data Scientist - Risk Modeling & Liquidity Analytics

Revolut; España; On-site; PHP 1,000,000 - 1,500,000; Full time

Job summary

Revolut is looking for a Data Scientist in Romblon, España to develop methodologies for risk assessment and management. You will collaborate with product teams, delivering scalable data-driven solutions that impact product development.

The ideal candidate will have 3+ years of experience in machine learning or financial engineering, with advanced skills in Python and SQL. Knowledge of risk management in liquidity or market derivatives is essential for this role.

Qualifications

• 3+ years of experience in machine learning or financial engineering.
• Knowledge of margin trading and derivatives pricing models.
• Expertise in VaR, Expected Shortfall, and margin models.

Responsibilities

• Develop risk methodologies and policies for market derivatives.
• Enhance the risk engine and collaborate on production deployment.
• Automate workflows for daily risk reporting and analysis.

Skills

Machine learning

Quantitative modelling

Data analysis with Python

SQL

Education

Degree in mathematics or computer science

Tools

GARCH

ARIMA

Job description

Revolut is looking for a Data Scientist in Romblon, España to develop methodologies for risk assessment and management. You will collaborate with product teams, delivering scalable data-driven solutions that impact product development.

The ideal candidate will have 3+ years of experience in machine learning or financial engineering, with advanced skills in Python and SQL. Knowledge of risk management in liquidity or market derivatives is essential for this role.