Credit Risk Modeller
Remote job description
Our Risk team sits at the very core of Revolut. It works across functions, products, and regions to monitor front-line performance and ensure that the business is on safe footing. People in the Risk team are among the first in the company to get involved in new business initiatives, from app technology, to treasury and finance, to customer support.
If you want to gain priceless experience and exposure in one of the fastest-growing scaleups in Europe, helping to make Revolut safer for our customers, employees and shareholders, then apply to join our Risk department today.
About the role
The Retail Credit Risk Modeller will work with Revolut's Head of Group Credit Risk to help grow and maintain Revolut's retail credit risk modelling.
What you'll do
- Develop, improve and maintain Revolut's group retail credit risk modelling, specifically IFRS9 models and the retail credit risk aspects of ICAAP
- Build out of a retail credit risk stress testing framework
- Facilitating regulatory and external requests in relation to retail credit risk models
- Develop credit analytics related to retail credit risk management
- Support the regular reporting and monitoring required ensuring that all models remain appropriate for the portfolio.
What you'll need
- 3 to 6 years' retail credit risk modelling experience
- Strong knowledge of IFRS9 and IRB credit risk modelling requirements, ideally in relation to unsecured consumer credit
- Experience working with regulators or facilitating regulatory requests on modelling, preferably gained either in a regulated financial institution or a credit risk consultancy
- Strong ability to communicate complex concepts in a simple manner
Good stakeholder management skills
Strong proficiency in Python/SQL
Excellent problem-solving skills
A little about us…When Revolut was founded in 2015, we had a vision to build a sustainable, digital alternative to traditional big banks. Our mission now is to help our customers improve their financial health, empower them to have more control, and promote financial cohesion across the communities in which we operate. Launching into 2020 with 10 million Personal customers and over a quarter of a million Business customers only reinforced our belief in the vast need across the world for better financial services. As our customer base has boomed in the last year, we've expanded our team to match that growth. We started 2019 with several hundred employees; we closed it out with 2000.
What we're looking for…Revolut is being scaled up by people all around the world who share our vision. We're looking for people who align with our four core values: we Never Settle, we Get It Done because we Think Deeper and we're Stronger Together. You're the kind of person who wants to join a community of forward-thinking people, all personally and professionally invested in Revolut's mission. You thrive in a collaborative space where everyone's learning from each other, and learning fast. We believe in empowering our Revoluters in their work, giving them autonomy and ownership of what they do. We want everyone at Revolut to own their story and their successes - working with us means you're not just another cog in the machine.
Biannual equity bonuses
Roll with a free Revolut Metal subscription
Private medical care
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Credit Risk Modeller (Poland Remote)
Tags: fintech, forex