Risk Data Scientist — Crypto & Margin Modeling

Revolut; Porto; Presencial; EUR 45 000 - 65 000; Tempo integral

Resumo da oferta

A leading financial technology company in Porto is seeking a Data Scientist to develop methodologies for risk modelling in the crypto space. The perfect candidate will have a strong background in quantitative risk and experience with Python and SQL for impactful data analysis. This role involves building and maintaining risk engines, collaborating on deployment of methodologies, and presenting insights to senior leadership. A degree in a relevant field and at least 3 years of related experience are essential for this position.

Qualificações

• A degree in mathematics, statistics, financial engineering, machine learning, computer science, or quantitative finance.
• 3+ years of experience in quantitative risk, financial engineering, or similar roles within trading, crypto, or fintech environments.
• 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, scenario simulations).
• Proficiency in quantitative modelling and time-series methods (GARCH, ARIMA, stochastic calculus), with advanced Python + SQL skills for large-scale data analysis.
• Familiarity with high-frequency datasets, and the ability to work well in fast-paced, real-time risk environments.

Responsabilidades

• Developing and maintaining methodologies and policies for crypto risk 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.
• Preparing documentation for compliance, and presenting risk insights, exposures, and recommendations to senior leadership.

Descrição da oferta de emprego

A leading financial technology company in Porto is seeking a Data Scientist to develop methodologies for risk modelling in the crypto space. The perfect candidate will have a strong background in quantitative risk and experience with Python and SQL for impactful data analysis. This role involves building and maintaining risk engines, collaborating on deployment of methodologies, and presenting insights to senior leadership. A degree in a relevant field and at least 3 years of related experience are essential for this position.