12 ago
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Revolut
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España
About Revolut
More visibility, more control, and more freedom. Since 2015, Revolut has been on a mission to deliver just that. So far, we have 13,000+ people working around the world, from our offices and remotely, to help us achieve our mission. Our 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. We’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.
Delivering real impact to the product through rigorous data-driven solutions
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
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
~ 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
~ Exposure to market-making workflows and risks (inventory management, P&L; drivers, spread optimisation, and internalisation strategies)
Building a integral financial super app isn’t enough. 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. By submitting this app
📌 Data Scientist (España)
🏢 Revolut
📍 España