Credit Risk Modeller

Credit Risk Modeller
Revolut, Lithuania

Experience
1 Year
Salary
0 - 0
Job Type
Full Time Job
Job Shift
Morning Job
Job Category
Financial Services
Traveling
No
Career Level
Non-Managerial
Telecommute
No
Qualification
As mentioned in job details
Total Vacancies
1 Job
Posted on
Feb 22, 2021
Last Date
Mar 22, 2021
Location(s)
Vilnius, Lithuania

Job Description

ABOUT THE TEAMOur 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 ROLEThe Credit Risk Modeller will work with Revolut's Head of Group Credit Risk to help grow and maintain Revolut’s wholesale credit risk models.

WHAT YOU'LL DO
  • Develop, improve and maintain Revolut's wholesale credit risk modelling, specifically IFRS9 models and the wholesale credit risk aspects of ICAAP
  • Build out of a wholesale credit risk stress testing framework
  • Improve and maintain the wholesale portfolio management and credit exposures approach
  • Develop and automate credit analytics related to wholesale credit risk management;
  • Support the regular reporting and monitoring required on wholesale credit risk, automating where possible.
WHAT YOU'LL NEED
  • + 2 years’ wholesale credit risk modelling experience
  • Good knowledge of IFRS9 and IRB credit risk modelling requirements
  • Experience working with regulators or facilitating regulatory requests on modelling is preferred
  • Strong ability to communicate complex concepts in a simple manner
  • Good stakeholder management skills
  • Strong proficiency in Python and SQL
  • Excellent problem-solving skills
A little about usWhen 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 forRevolut 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.
THE BENEFITS• Competitive salary• Biannual equity bonuses• Medical insurance • All the latest tech you need• Stay refreshed: get juice, tea, coffee and soft drinks on tap• Skip the commute and work from home once a week• Roll with a free Revolut Metal subscription

Job Specification

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