Data Scientist (Risk)

Revolut
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Job Description

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 a 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

What you’ll be doing

  • Assessing and managing Risk by developing policies, methodologies, models and systems for Risk quantification, reporting and monitoring
  • Developing and maintaining policies and methodologies for Risk Modelling
  • Building models for Expected Credit Losses
  • Building models for Stress Testing
  • Building models for Capital Calculations
  • Building systems for Risk quantification, reporting and monitoring

What you'll need

  • Academic background in one of the following: Mathematics, Statistics, Economics, Machine Learning, Computer Science or Engineering
  • Fluency in SQL
  • Knowledge of both functional and OOP in Python
  • Knowledge in Mathematics and Statistics including: Linear algebra, Dynamic systems and state-space representations, Markov chains & Time series statistics including VaR, GARCH, stationarity and cointegration
  • Familiarity with Risk Theory and Financial Products in at least one of the following Risk areas: Credit, Counterparty, Market, Liquidity, Operational
  • Experience in the Financial Sector

Nice to have

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

Company Info.

Revolut

Revolut is a British financial technology company that offers banking services. Headquartered in London, it was founded in 2015 by Nikolay Storonsky and Vlad Yatsenko. It offers accounts featuring currency exchange, debit cards, virtual cards, Apple Pay, interest-bearing vaults, commission-free stock trading, crypto, commodities, and other services.

  • Industry
    Financial services,FinTech
  • No. of Employees
    3,500
  • Location
    London, UK
  • Website
  • Jobs Posted

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Revolut is currently hiring Data Scientist Jobs in Poland with average base salary of zł70,000 - zł170,000 / Year.

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