Infrastructure Operations Manager
Madrid, Spain / Mumbai, Maharashtra, India / Dubai - United Arab Emirates / Lisbon, Portugal
6d ago
Data Scientist (Risk)
Data Scientist (Risk)
Original Advert
About Revolut
People 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 70+ million customers get more from their money every day.
As 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.
About the role
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. They do this by delivering smart, scalable solutions that move the business forward.
We're looking for a Data Scientist who'll help us with effective assessment and management of risk by developing policies, methodologies, models, and systems for risk quantification, reporting, and monitoring.
Up to shape what's next in finance? Let's get in touch.
What you'll be doing
- 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
What you'll need
- 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
Nice to have
- Experience with crypto derivatives and crypto market microstructure
- Exposure to market-making workflows and risks (inventory management, P&L drivers, spread optimisation, and internalisation strategies)
- Familiarity with regulatory and institutional risk frameworks (Basel III/IV, FRTB, SA-CCR, CCP margin methodologies)
Compensation range
- Krakow: PLN23,200 - PLN34,400 gross monthly*
- Vilnius: €5,500 - €8,400 gross monthly*
- Poland: PLN23,200 - PLN34,400 gross monthly*
- Lithuania: €5,500 - €8,400 gross monthly*
- Other locations: Compensation will be discussed during the interview process
*Final compensation will be determined based on the candidate's qualifications, skills, and previous experience
Building a global financial super app isn't enough. Our Revoluters are a priority, and that's why in 2021 we launched our inaugural D&I 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.
Important notice for candidates:
Job scams are on the rise. Please keep these guidelines in mind when applying for any open roles.
• Only apply through official Revolut channels. We don't use any third-party services or platforms for our recruitment.
• Always double-check the emails you receive. Make sure all communications are being done through official Revolut emails, with an @revolut.com domain.
We won't ask for payment or personal financial information during the hiring process. If anyone does ask you for this, it's a scam. Report it immediately.
By 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
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