Data Scientist, Risk & Derivatives Modeling

Revolut; Poland; On-site; PLN 180,000 - 260,000; Full time

Job summary

Revolut is seeking a Data Scientist to shape risk policies, models, and systems for quantification, reporting, and monitoring. You will partner with product teams to deliver data-driven improvements in risk management and model deployment.

The role emphasizes building robust risk models, analysing high-frequency data, and collaborating with engineering to productionise risk methodologies while adapting to evolving market conditions.

Qualifications

• Degree in mathematics, statistics, financial engineering, ML, or CS.
• 3+ years in ML, financial engineering, or similar in liquidity/derivatives.
• Knowledge of margin trading, derivatives pricing, and liquidation risk.

Responsibilities

• Develop and maintain methodologies for liquidity and derivative modelling.
• Deliver data-driven solutions with real product impact.
• Build and maintain the risk engine, including margin models and liquidation logic.
• Calibrate risk models across margining and bankruptcy pricing.
• Collaborate with Engineering to deploy risk methodologies into production.
• Automate risk analytics: P&L attribution, daily risk, cash flow analysis.
• Prepare compliance docs and present risk insights to leadership.

Skills

Machine learning

Financial engineering

Time-series modelling

Python

SQL

Risk management

Derivatives knowledge

Education

Bachelor's degree in mathematics / statistics / financial engineering / machine learning / computer science

Tools

Python

SQL

Pandas

NumPy

Job description

Revolut is seeking a Data Scientist to shape risk policies, models, and systems for quantification, reporting, and monitoring. You will partner with product teams to deliver data-driven improvements in risk management and model deployment.

The role emphasizes building robust risk models, analysing high-frequency data, and collaborating with engineering to productionise risk methodologies while adapting to evolving market conditions.