Data Scientist - Treasury

Data – Product · Treasury · ALM
Data sits at the heart of Revolut and plays a uniquely crucial role in what we do. With data we build intelligent real-time systems to personalise our product, tackle financial crime, automate reporting, track team performances and enhance customer experiences.
Fundamentally, data underpins all operations at Revolut and being part of the team gives you the chance to have a major impact across the company – apply today to join our world class data department.

We are looking for an experienced quantitative data scientist  to support asset and liabilities management activities performed by Group Treasury with comprehensive analytics that allows, in particular, an automation of decision-making.
The candidate will need to be able to present, materialise and show the results and integrate with other teams by providing APIs entry-points.

What you'll be doing:

• Develop quantitative analytics that support hedging and investment decisions
• Conceptualize, devise, document, and implement models to solve business problems
• Produce and present departmental level analysis to senior-level management
• Monitor, automate, maintain and own developed models  

• Statistical / economic analysis experience within financial services
• Passion with data, and a conviction to discover the patterns hidden in the data
• Strong SQL and Python
M.S. (preferably Ph.D.) in data science, economics, physics, engineering, pure or applied mathematics
We believe that there are better ways for people to control their money. Easier, fairer ways.
Revolut started in 2015 with fee-free card transactions abroad. We’ve since added current accounts, business accounts, savings, insurance, and even cryptocurrency trading.
We reached 4 million customers in February 2019 and we’re adding another million every quarter.
And we’re only just getting started.
Come and help Revolut build the world’s first truly global bank.

From employee 1 to employee 1000, you will be slotting into a global team that shares a number of traits.
You can work autonomously and take ownership. We thrive with the space and responsibility to solve problems.
You operate best without lots of bureaucracy. We don’t hide behind fancy job titles or clunky processes ‘because that’s how things are done’.
You approach work in a logical way. We are not afraid to make mistakes but we use data and logic to backup decisions and improve understanding.
And you share our mission to improve people’s relationship with their money.

• Competitive salary
• Biannual equity bonuses
• All the latest tech you need
• Skip the commute and work from home once a week
• Roll with a free Revolut Metal subscription
• Pension plan
• Private health insurance
• Don’t panic about cooking: get free dinners with Deliveroo
• Start the day properly with fresh fruit and cereals
• Stay refreshed: get juice, tea, coffee and soft drinks on tap
• Rest up with 29 days’ holiday per year

Please only submit an application for one posting.