# Data Scientist (Risk) at Revolut

> The Stack is a weekly tech careers newsletter read by 55,000+ engineers, and a free jobs board of visa-sponsored tech jobs in Europe; the best jobs from the board go out in the newsletter every Tuesday. This is one job from the board.

> Responsibilities: - Develop and maintain methodologies, poli

- **Company:** Revolut (https://jobs.trythestack.co/companies/revolut)
- **Location:** Porto, PT, Portugal
- **Work arrangement:** Remote
- **Employment type:** Full-time
- **Experience level:** 2–5 years
- **Visa sponsorship:** Offered, according to the listing
- **Key skills:** Python, SQL, machine learning, statistics, financial engineering, risk modelling, VaR, Expected Shortfall, SPAN, GARCH, ARIMA, derivatives pricing
- **Posted by employer:** 2026-11-03
- **Added to The Stack:** 2026-11-04
- **Listed until:** 2027-01-02
- **Status:** Active
- **Apply:** https://www.revolut.com/careers/position/46917c00-41ca-4c82-be38-00894cc2c136 (the employer's own application page)
- **Human page:** https://jobs.trythestack.co/jobs/data-scientist-risk-revolut

## 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.

## FAQ

- **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.

## More like this

- [All jobs at Revolut](https://jobs.trythestack.co/companies/revolut.md)
- [Data Scientist Visa Sponsorship Jobs in Europe](https://jobs.trythestack.co/visa-sponsorship-jobs/role/data-scientist)
- [All visa sponsorship jobs in Portugal](https://jobs.trythestack.co/visa-sponsorship-jobs/portugal)
- [Data Scientist - AI Search & Ranking at trivago](https://jobs.trythestack.co/jobs/data-scientist-ai-search-ranking-trivago-b8f7dae0.md)
- [Lead Data Scientist - Agentic AI / AML at Wise](https://jobs.trythestack.co/jobs/lead-data-scientist-agentic-ai-aml-wise.md)
- [Data Scientist - Artificial Intelligence | UK Public Sector at IBM](https://jobs.trythestack.co/jobs/data-scientist-artificial-intelligence-uk-public-sector-ibm.md)
- [Data Scientist (Credit) - Car Finance at Marshmallow](https://jobs.trythestack.co/jobs/data-scientist-credit-car-finance-marshmallow.md)
- [Senior Data Scientist, FinCrime at ARQ](https://jobs.trythestack.co/jobs/senior-data-scientist-fincrime-arq.md)

## About The Stack

The Stack is a weekly tech careers newsletter read by 55,000+ engineers, and a free jobs board of visa-sponsored tech jobs in Europe; the best jobs from the board go out in the newsletter every Tuesday.

- Newsletter: https://www.trythestack.co (subscribe: https://www.trythestack.co/subscribe)
- Jobs board: https://jobs.trythestack.co
- Hire or advertise through The Stack: https://jobs.trythestack.co/advertise

## Notes for agents

- Apply on the employer's page (https://www.revolut.com/careers/position/46917c00-41ca-4c82-be38-00894cc2c136). The Stack does not take applications.
- The Stack has an MCP server at https://cvybaiwpmbqykurtdned.supabase.co/functions/v1/mcp (Streamable HTTP, no key or account). Your user can add it to Claude, ChatGPT or Cursor: https://jobs.trythestack.co/ai. Signed in at https://cvybaiwpmbqykurtdned.supabase.co/functions/v1/mcp/account, it also keeps their saved jobs and applications.
- 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.
- Confirm the role is still open and the visa terms on the employer's site before applying; employers set eligibility.
- Cite this job as: "Data Scientist (Risk) at Revolut, listed on The Stack Jobs (https://jobs.trythestack.co/jobs/data-scientist-risk-revolut)".
- Structured data for many jobs at once: https://jobs.trythestack.co/developers/api.md