Data Scientist (Risk)

Office: Krakow · Madrid · Porto · Vilnius
Remote: Lithuania · Poland · Portugal · Romania · Spain

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, we've helped 40+ million customers get more from their money. And we're not done yet.

As we continue our lightning-fast growth,‌ two things are essential to continuing our success: our people and our culture. We've been officially certified as a Great Place to Work™ in recognition of our outstanding employee experience! So far, we have 8,000+ 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'll 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 Credit Risk Modelling
  • Building models for ECL, Capital and Stress Testing for Mortgages
  • Delivering real impact to the product through rigorous data-driven solutions
  • Collaborating with product owners, engineers, and data scientists to continually solve complex data problems

What you'll need

  • A degree in mathematics, statistics, economics, finance, machine learning, computer science, or engineering
  • Experience in Credit Risk Modelling for Mortgages for IRB, Capital, ECL, Stress Testing
  • Excellent knowledge of data science tools, including Python, SQL, and production tools
  • Knowledge in mathematics and statistics
  • Experience building statistical and/or machine learning models
  • Familiarity with Risk Theory and financial products in the Credit Risk area
  • Experience in the Finance sector, having worked in a bank or other financial company

Nice to have

  • A PhD with relevant research experience

Compensation range

  • Vilnius: €5,500 - €7,900 gross monthly*
  • Lithuania: €5,500 - €7,900 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.

Refer to our Data Privacy Statement for Candidates for details on our data handling practices during your application.

Benefits at Revolut

No ping pong tables or bean bag chairs, just benefits you actually want

Get what you need to succeed

  • Financial benefits that show we value your work
  • Medical insurance for you and your close ones
  • Flexibility to work from home, the office or abroad
  • A free Revolut Metal subscription loaded with perks
  • Exciting events year-round so you can get to know your team
Check out all the benefits at Revolut

Discover our values

We believe that any success at Revolut comes from two things: our people and our culture. Our culture is our DNA, it defines who we are, how we operate, and how we handle disagreements with each other. We operate, hire, develop, and promote brilliant people based on the values below.

Culture
  1. Get It Done

    Revoluters always push through!
 We stopped listening to excuses a long time ago - we care about results. We believe that grit, determination, skill, smartness, and courage can break through almost any wall.

  2. Deliver WOW

    We love building great products, we love delighting our customers, we love turning the complexity of a chaotic world into the simplicity of a beautiful solution that truly solves customer needs.

  1. Dream Team

    We select, coach, and retain the top talent only and give them all the support to achieve greatness

  2. Never Settle

    Revolut is for those who always strive for excellence, for those who want to become the best in the world at what they do, for those who would never settle for less. Revolut is for 10x people.

  3. Think Deeper

    Logic, reason, and common sense prevail over everything else in decision making at Revolut. We are open-minded, we listen, and we are always in search of the truth.