Data Scientist, Risk & Liquidity Modeling

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

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