Data Scientist - Risk, Liquidity & Derivatives

Fintech Industry; United States; Teletrabalho; USD 130 000 - 180 000; Tempo integral

Resumo da oferta

Revolut is seeking a Data Scientist to join its risk team and develop methodologies for liquidity and derivatives risk. You’ll work with product teams to deliver data-driven solutions that shape risk decisions and improve product outcomes.

Ideal candidates have 3+ years in machine learning or financial engineering in liquidity or derivatives roles, and are proficient in Python/SQL with strong time-series skills.

Qualificações

• 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; exposure to market-making workflows; familiarity with Basel III/IV, FRTB, SA-CCR, CCP margin methodologies.

Responsabilidades

• Develop risk modelling methodologies for liquidity and derivative pricing.
• Deliver data-driven insights to improve product decisions.
• Build, maintain, and enhance the risk engine (margin models, leverage frameworks, liquidation logic).
• Calibrate risk models across margining scenarios (isolated/cross margin, liquidation, bankruptcy pricing, future portfolio margining).
• Collaborate with Engineering to deploy risk methodologies in production and iteratively improve models.
• Automate analytic workflows (P&L attribution, daily risk reporting, investment performance, cash flow analysis).
• Prepare compliance documentation and present risk insights to senior leadership.

Conhecimentos

Machine learning

Financial engineering

Liquidity risk

Python

SQL

Time-series

Formação académica

Math/Stats/FinEng/ML/CS degree

Ferramentas

Python

SQL

Pandas

NumPy

Descrição da oferta de emprego

Revolut is seeking a Data Scientist to join its risk team and develop methodologies for liquidity and derivatives risk. You’ll work with product teams to deliver data-driven solutions that shape risk decisions and improve product outcomes.

Ideal candidates have 3+ years in machine learning or financial engineering in liquidity or derivatives roles, and are proficient in Python/SQL with strong time-series skills.