Data Scientist (Risk)

About Revolut

People deserve more from their money. More visibility, more control, more freedom. And since 2015, Revolut has been on a mission to deliver just that. With an arsenal of awesome products that span spending, saving, travel, transfers, investing, exchanging and more, our super app has helped 30+ million customers get more from their money. And we're not done yet.

As we continue our lightning-fast growth, we believe that two things are essential to continuing our success: our people and our culture. So far, we have 6000+ people working around the world, from our great offices or remotely, on our mission. And we're looking for more. We want brilliant people that love building great products, love redefining success, and love turning the complexity of a chaotic world into the simplicity of a beautiful solution.

About The Role

We approach Data Science at Revolut the same way that we approach everything else – with class, logical thinking, and lots of style 😎 Let’s break it down: we take the most complex problems and create tailor-made solutions for our customers 🚀 If you’re thinking the Data team is kept in some sort of secret den, doomed to never see the impact of their work, don’t worry - that’s not how we do things. They’re some of our best and brightest problem-solvers, deployed to the front lines to work in product teams and deliver rockstar solutions 🤘

We’re looking for a next-level Risk Data Scientist who will help us with effective assessment and management of Risk by developing policies, methodologies, models, and systems for Risk quantification, reporting, and monitoring.

Up for the challenge? Let's get in touch 👇

What You’ll Be Doing

• Developing and maintaining methodologies and policies for Risk Modelling
• Building models for Liquidity Risk, such as Liquidity Stress Excess (LSE)
• Building models for Market Risk, such as Value at Risk (VaR)
• Building models for Stress Testing
  
  

What You'll Need

• A degree in one of the following fields: Mathematics, Statistics, Economics, Finance, Machine Learning, Computer Science, or Engineering
• Excellent knowledge of data science tools, including Python, SQL, and production tools
• Knowledge in mathematics and statistics
• Experience with building statistical and/or machine learning models
• Familiarity with Risk Theory and financial products in at least one of the following Risk areas: Credit, Counterparty Credit, Market, Liquidity, or Operational risk
• Experience in the Finance sector, working in a bank or other financial company
  
  

Nice to have

• A PhD and research experience in a relevant field
• A record of contribution to personal and open source projects in GitHub
• A record of contribution to programming and statistical forums, such as StackOverflow and Stats Stack Exchange
  
  

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.

Refer to our Data Privacy Statement for Candidates: https://www.revolut.com/legal/data-privacy-for-candidates for details on our data handling practices during your application.