• Location
    • Moscow
  • Date Posted
  • Jun. 15, 2021
  • Function
  • Finance
  • Sector
  • Fintech

ABOUT THE ROLE The 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 DODevelop, improve and maintain Revolut’s wholesale credit risk modelling, specifically IFRS9 models and the wholesale credit risk aspects of ICAAPBuild out of a wholesale credit risk stress testing frameworkImprove and maintain the wholesale portfolio management and credit exposures approachDevelop 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 experienceGood knowledge of IFRS9 and IRB credit risk modelling requirements Experience working with regulators or facilitating regulatory requests on modelling is preferredStrong ability to communicate complex concepts in a simple mannerGood stakeholder management skillsStrong proficiency in Python and SQLExcellent problem-solving skillsA 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 five core values: we believe that we Get it Done because we Think Deeper and are strongly rooted in the Dream Team. We Never Settle hence why we always Deliver Wow. You want to join a community forward thinking people - we are here for you. 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 BENEFITSCompetitive salaryBiannual discretionary performance bonus (equity)All the latest tech you needMedical insurance By applying for the above role, you confirm that you have reviewed our Data Privacy Notice for Candidates.