ph3About Revolut /h3 /brpPeople 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 75+ million customers get more from their money every day. /p /brpAs 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. /p /brh3About The Role /h3 /brpOur 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. /p /brpWe’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. /p /brpUp to shape what's next in finance? Let's get in touch. /p /brh3What You’ll Be Doing /h3 /brul /brliDeveloping and maintaining methodologies and policies for liquidity and market derivative modelling /li /brliDelivering real impact to the product through rigorous data-driven solutions /li /brliBuilding, enhancing, and maintaining the core risk engine, including margin models, leverage frameworks,



and liquidation logic /li /brliDeveloping and calibrating risk models across isolated/cross margin, partial/full liquidation, bankruptcy pricing, and future portfolio margining capabilities /li /brliCollaborating with Engineering to deploy risk methodologies into production systems while iteratively improving models based on market conditions /li /brliAutomating advanced analytic workflows, including PL attribution, daily risk reporting, short-term investment performance, and cash flow analysis /li /brliPreparing documentation for compliance, and presenting risk insights, exposures, and recommendations to senior leadership /li /br /ul /brh3What You'll Need /h3 /brul /brliA degree in mathematics, statistics, financial engineering, machine learning, or computer science /li /brli3+ years of experience in machine learning, financial engineering, or similar roles within liquidity or market derivatives /li /brliKnowledge of margin trading mechanics, derivatives pricing models, and liquidation/liquidity risk management /li /brliExpertise in building and validating risk and margin models (VaR, Expected Shortfall, SPAN, CCP-style IM/VM, stress tests, scenario simulations) /li /brliProficiency in quantitative modelling and time-series methods (GARCH, ARIMA, stochastic calculus), with advanced Python and SQL skills for large-scale data analysis /li /brliFamiliarity with high-frequency datasets,



and the ability to work well in fast-paced risk environments /li /br /ul /brh3Nice to have /h3 /brul /brliExperience at a major financial institution, asset manager, or liquidity provider, or within a treasury or risk department (FTP, ALM, liquidity, IRRB, etc.) /li /brliExposure to market-making workflows and risks (inventory management, PL drivers, spread optimisation, and internalisation strategies) /li /brliFamiliarity with regulatory and institutional risk frameworks (Basel III/IV, FRTB, SA-CCR, CCP margin methodologies) /li /br /ul /brpBuilding a integral financial super app isn’t enough. Our Revoluters are a priority, and that’s why in 2021 we launched our inaugural DI 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. /p /brpBy submitting this application, I confirm that all the information given by me in this application for employment and any additional documents attached hereto are true to the best of my knowledge and that I have not wilfully suppressed any material fact. I confirm I have disclosed if applicable any previous employment with Revolut. I accept that if any of the information given by me in this application is in any way false or incorrect, my application may be rejected, any offer of employment may be withdrawn or my employment with Revolut may be terminated summarily or I may be dismissed. By submitting this application, I agree that my personal data will be processed in accordance with Revolut's Candidate Privacy Notice /p /p #J-18808-Ljbffr

📌 Data Scientist (Risk) (España)
🏢 Revolut
📍 España