> Markdown version of [/jobs/ext/1967740-data-scientist-risk](https://www.wearedevelopers.com/jobs/ext/1967740-data-scientist-risk). Every page supports `.md` or `Accept: text/markdown`. Links point to the HTML versions so they work for humans too. Agent guide: [/agents.md](https://www.wearedevelopers.com/agents.md). --- # Data Scientist (Risk) - **Company:** Revolut Ltd - **Location:** Spain - **Contract:** Permanent contract - **Skills:** Big Data, Python (Programming Language), Machine Learning, Standard Sql, File Transfer Protocol (FTP), Information Technology - **Published:** August 7, 2026 - **Apply:** https://www.jobleads.com/es/job/e50760993c83cd2323e6fa2e473ec464d ## About the Role * A degree in mathematics, statistics, financial engineering, machine learning, or computer science * 3+ years of experience in machine learning, financial engineering, or similar roles within liquidity or market derivatives * Knowledge of margin trading mechanics, derivatives pricing models, and liquidation/liquidity risk management * Expertise in building and validating risk and margin models (VaR, Expected Shortfall, SPAN, CCP-style IM/VM, stress tests, scenario simulations) * Proficiency in quantitative modelling and time-series methods (GARCH, ARIMA, stochastic calculus), with advanced Python and SQL skills for large-scale data analysis * Familiarity with high-frequency datasets, and the ability to work well in fast-paced risk environments ## Description Our Data Science team solves complex problems with smart, practical solutions. Data Scientists and Analysts work directly with product teams to uncover insights, guide decisions, and improve how customers experience Revolut. They do this by delivering smart, scalable solutions that move the business forward., * Developing and maintaining methodologies and policies for liquidity and market derivative modelling * Delivering real impact to the product through rigorous data-driven solutions * Building, enhancing, and maintaining 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 future portfolio margining capabilities * Collaborating with Engineering to deploy risk methodologies into production systems while iteratively improving models based on market conditions * Automating advanced analytic workflows, including P&L attribution, daily risk reporting, short-term investment performance, and cash flow analysis * Preparing documentation for compliance, and presenting risk insights, exposures, and recommendations to senior leadership, * Experience at a major financial institution, asset manager, or liquidity provider, or within a treasury or risk department (FTP, ALM, liquidity, IRRB, etc.) * Exposure to market-making workflows and risks (inventory management, P&L drivers, spread optimisation, and internalisation strategies) * Familiarity with regulatory and institutional risk frameworks (Basel III/IV, FRTB, SA-CCR, CCP margin methodologies) 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. ## Related Videos - [Alibaba Big Data and Machine Learning Technology](https://www.wearedevelopers.com/videos/37-alibaba-big-data-and-machine-learning-technology) - [Detecting Money Laundering with AI](https://www.wearedevelopers.com/videos/111-detecting-money-laundering-with-ai) - [How building an industry DBMS differs from building a research one](https://www.wearedevelopers.com/videos/768-how-building-an-industry-dbms-differs-from-building-a-research-one) - [Introduction to Azure Machine Learning](https://www.wearedevelopers.com/videos/368-introduction-to-azure-machine-learning) - [Why and when should we consider Stream Processing frameworks in our solutions](https://www.wearedevelopers.com/videos/1085-why-and-when-should-we-consider-stream-processing-frameworks-in-our-solutions) - [PySpark - Combining Machine Learning & Big Data](https://www.wearedevelopers.com/videos/44-pyspark-combining-machine-learning-big-data) ## Related Articles - [Data Analyst Salary in the UK](https://www.wearedevelopers.com/magazine/278-data-analyst-salary-in-the-uk) - [Data Engineer Salary UK](https://www.wearedevelopers.com/magazine/253-data-engineer-salary-uk) - [Data Analyst Salary Austria](https://www.wearedevelopers.com/magazine/275-data-analyst-salary-austria) - [Data Analyst Salary in Switzerland](https://www.wearedevelopers.com/magazine/276-data-analyst-salary-in-switzerland) - [Jobs in Tech: The State of the European Market](https://www.wearedevelopers.com/magazine/575-jobs-in-tech-the-state-of-the-european-market) - [The Most Popular IT Jobs on the Market](https://www.wearedevelopers.com/magazine/376-the-most-popular-it-jobs-on-the-market)