Data Scientist (Risk)

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 60+ 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 10,000+ 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

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 - €6,500 gross monthly*
• Lithuania: €5,500 - €6,500 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