Data Scientist (Risk)

Revolut Ltd; Polska; Hybrid; PLN 232,000 - 319,000; Full time

Benefits offered by this job

Financial benefits

WFH flexibility

Revolut Metal subscription

Team events

Job summary

Revolut Ltd in Krakow, Poland, is seeking a Data Scientist to assess and manage risk by developing policies, methodologies, models, and systems for risk quantification, reporting, and monitoring. You will work directly with product teams to uncover insights and improve how customers experience Revolut, while shaping the future of risk management.

The role requires building and calibrating risk models, collaborating with Engineering to deploy in production, and automating advanced analytic

Qualifications

• Degree in mathematics, statistics, financial engineering, machine learning, or computer science.
• 3+ years in machine learning, financial engineering, or similar roles within liquidity or market derivatives.
• Knowledge of margin trading mechanics, derivatives pricing models, and liquidation/liquidity risk management.
• Experience building and validating risk and margin models (VaR, Expected Shortfall, SPAN, CCP-style IM/VM, stress tests).
• Proficiency in quantitative modelling and time-series methods with advanced Python and SQL skills for large-scale data analysis.

Responsibilities

• Developing and maintaining methodologies and policies for liquidity and market derivative modelling.
• Delivering real impact to the product through rigorous data-driven solutions.
• Building, enhancing, and maintaining the core risk engine, including margin models, leverage frameworks, and liquidation logic.
• Developing and calibrating risk models across isolated/cross margin, partial/full liquidation, bankruptcy pricing, and future portfolio margining capabilities.
• Collaborating with Engineering to deploy risk methodologies into production systems while iteratively improving models based on market conditions.
• Automating advanced analytic workflows, including P&L attribution, daily risk reporting, short-term investment performance, and cash flow analysis.
• Preparing documentation for compliance, and presenting risk insights, exposures, and recommendations to senior leadership.

Skills

Python

SQL

Time-series

Risk modelling

Education

Mathematics/Statistics degree

Job description

About Revolut

People deserve more from their money. More visibility, more control, and more freedom. Since 2015, Revolut has been on a mission to deliver just that. Our powerhouse of products — including spending, saving, investing, exchanging, travelling, and more — help our 80+ million customers get more from their money every day.

As we continue our lightning-fast growth, 2 things are essential to our success: our people and our culture. In recognition of our outstanding employee experience, we've been certified as a Great Place to Work™. So far, we have 13,000+ people working around the world, from our offices and remotely, to help us achieve our mission. And we're looking for more brilliant people. People who love building great products, redefining success, and turning the complexity of a chaotic world into the simplicity of a beautiful solution.

About the role

Our Data Science team solves complex problems with smart, practical solutions. Data Scientists and Analysts work directly with product teams to uncover insights, guide decisions, and improve how customers experience Revolut. They do this by delivering smart, scalable solutions that move the business forward.

We’re looking for a Data Scientist who'll effectively assess and manage risk by developing policies, methodologies, models, and systems for risk quantification, reporting, and monitoring.

Up to shape what's next in finance? Let's get in touch.

What you’ll be doing

• Developing and maintaining methodologies and policies for liquidity and market derivative modelling
• Delivering real impact to the product through rigorous data-driven solutions
• Building, enhancing, and maintaining the core risk engine, including margin models, leverage frameworks, and liquidation logic
• Developing and calibrating risk models across isolated/cross margin, partial/full liquidation, bankruptcy pricing, and future portfolio margining capabilities
• Collaborating with Engineering to deploy risk methodologies into production systems while iteratively improving models based on market conditions
• Automating advanced analytic workflows, including P&L attribution, daily risk reporting, short-term investment performance, and cash flow analysis
• Preparing documentation for compliance, and presenting risk insights, exposures, and recommendations to senior leadership

What you'll need

• A 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/liquidity risk management
• Expertise in building and validating risk and margin models (VaR, Expected Shortfall, SPAN, CCP-style IM/VM, stress tests, scenario simulations)
• Proficiency in quantitative modelling and time-series methods (GARCH, ARIMA, stochastic calculus), with advanced Python and SQL skills for large-scale data analysis
• Familiarity with high-frequency datasets, and the ability to work well in fast-paced risk environments

Nice to have

• Experience at a major financial institution, asset manager, or liquidity provider, or within 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)

Compensation range

• Krakow: PLN20,800 - PLN28,600 gross monthly*
• Poland: PLN20,800 - PLN28,600 gross monthly*
• Other locations: Compensation will be discussed during the interview process

*Final compensation will be determined based on the candidate's qualifications, skills, and previous experience

Building a global financial super app isn’t enough. Our Revoluters are a priority, and that’s why in 2021 we launched our inaugural D&I Framework, designed to help us thrive and grow everyday. We're not just doing this because it's the right thing to do. We’re doing it because we know that seeking out diverse talent and creating an inclusive workplace is the way to create exceptional, innovative products and services for our customers. That’s why we encourage applications from people with diverse backgrounds and experiences to join this multicultural, hard-working team.

Get what you need to succeed

• Financial benefits that show we value your work
• Flexibility to work from home, the office, or abroad
• A Revolut Metal subscription loaded with perks
• Exciting events year-round so you can get to know your team