SlipstreamJobs tracks this role from the company's public career site. Apply directly on the employer's site.
Salary: PLN 23,200 - 27,300 / monthly
Revolut is a global fintech company on a mission to give people more from their money through spending, saving, investing, exchanging, and travel products. With 75+ million customers and 13,000+ employees worldwide, the company is experiencing rapid growth.
The Data Science team solves complex problems with practical, data-driven solutions. As a Data Scientist focused on Risk, you'll work at the intersection of quantitative finance and engineering to develop and maintain sophisticated risk management systems.
Key responsibilities include:
- Developing and maintaining methodologies and policies for liquidity and market derivative modelling
- Building and enhancing 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 portfolio margining capabilities
- Collaborating with Engineering to deploy risk methodologies into production systems
- Automating advanced analytic workflows including P&L attribution, daily risk reporting, and cash flow analysis
- Preparing compliance documentation and presenting risk insights to senior leadership
Required qualifications:
- Degree in mathematics, statistics, financial engineering, machine learning, or computer science
- 3+ years in machine learning, financial engineering, or similar roles in liquidity or market derivatives
- Deep knowledge of margin trading mechanics, derivatives pricing models, and liquidation/liquidity risk management
- Expertise building and validating risk models (VaR, Expected Shortfall, SPAN, stress tests, scenario simulations)
- Advanced proficiency in quantitative modelling, time-series methods (GARCH, ARIMA, stochastic calculus), Python, and SQL
- Comfort with high-frequency datasets and fast-paced risk environments
Nice-to-have experience includes roles at major financial institutions, asset managers, or liquidity providers; exposure to market-making workflows; and familiarity with regulatory frameworks (Basel III/IV, FRTB, SA-CCR).
