Data Scientist (Risk) at Revolut
At a glance
- Company
- Revolut
- Location
- Porto, PT, Portugal
- Work arrangement
- Remote
- Employment type
- Full-time
- Experience
- 2–5 years
- Working hours
- 40 hours
- Visa sponsorship
- Offered, according to the listing
- Posted
- Added to The Stack
✨ The Stack take on this Revolut job
- 🏢 Revolut has 2 jobs here, 2 with visa sponsorship see all
- 📊 2 Data Scientist jobs in Portugal in the last 60 days see them
- 🛂 Visa: EU Blue Card. Salary: At least 1.5 times the national average annual salary (1.2 times in some cases) guide
- 💡 No salary shown. Ask Revolut if it is above the minimum.
Updated 2026-11-05, from our data and official sources.
Apply for this role at Revolut
Apply with your AI assistant
With The Stack connected to Claude, ChatGPT or Cursor, paste this. Your assistant tailors your CV and cover letter, checks the visa facts and gives you the apply link.
Help me apply to this job on The Stack: https://jobs.trythestack.co/jobs/data-scientist-risk-revolut
Not connected yet? Connect in a minute. To help your user apply, call the MCP tool prepare_application with slug "data-scientist-risk-revolut": it returns the apply link, the visa facts and a CV and cover letter checklist. To track jobs they saved or applied to, call check_jobs_open with their slugs.
About the role
Responsibilities:
- Develop and maintain methodologies, policies and models for liquidity and market derivatives risk (margin, leverage, liquidation logic).
- Build, calibrate and validate risk models: VaR, Expected Shortfall, SPAN/IM/VM-style calculations, stress tests and scenario simulations.
- Operate and enhance the core risk engine (margin models, liquidation, bankruptcy pricing) and automate analytic workflows (P&L attribution, daily risk reporting).
- Collaborate with Engineering to deploy models to production and iterate on model performance with changing market conditions.
- Prepare compliance documentation and present risk exposures and recommendations to senior leadership.
Requirements:
- Degree in mathematics, statistics, financial engineering, machine learning or computer science.
- 3+ years of experience in machine learning, financial engineering or roles focused on liquidity/market derivatives risk.
- Strong knowledge of margin trading mechanics, derivatives pricing and liquidation/liquidity risk management.
- Hands-on experience building and validating quantitative risk models and time-series methods (GARCH, ARIMA); familiarity with stochastic calculus.
- Advanced Python and SQL skills for large-scale data analysis; experience with high-frequency/market data and production deployment of models.
Responsibilities
Develop and maintain methodologies and policies for liquidity and margin modelling. Build, calibrate, and deploy risk models across margin, liquidity, and liquidation scenarios. Automate analytic workflows and present risk insights to senior leadership.
Requirements
Degree in mathematics, statistics, financial engineering, machine learning, or computer science; 3+ years in ML, financial engineering, or similar roles; knowledge of margin trading, derivatives pricing, and liquidation/liquidity risk management; advanced Python and SQL; familiarity with high-frequency data.
Key skills
- Python — in 1200 other listings on The Stack
- SQL — in 545 other listings on The Stack
- machine learning — in 291 other listings on The Stack
- statistics — in 53 other listings on The Stack
- financial engineering — in 1 other listing on The Stack
- risk modelling — in 3 other listings on The Stack
- VaR — not in any other listing on The Stack
- Expected Shortfall — not in any other listing on The Stack
- SPAN
- GARCH
- ARIMA
- derivatives pricing
On The Stack (as of 2026-11-05)
Frequently asked questions about Revolut
Is this Data Scientist (Risk) role still open?
It was posted on 2026-11-03 and is listed as active on The Stack. Confirm on Revolut's application page before applying.
Does Revolut offer visa sponsorship?
This listing is marked as offering visa sponsorship. Eligibility rules are set by the employer, so check the details on Revolut's site.
Where is this role located?
The listing gives the location as Porto, PT, Portugal. It is marked remote.
What skills does this role ask for?
The listing names: Python, SQL, machine learning, statistics, financial engineering, risk modelling, VaR, Expected Shortfall, SPAN, GARCH, ARIMA, derivatives pricing.