Classes affect your stats in two ways, Base stats and Class bonus.
Base stats work like they do in Echoes, where changing into the class brings each stat up to the listed base if it's lower. (for example, changing to Gremory with less than 17 Mag will bring you up to 17, but does nothing if your Mag is already 18 or higher.)
the class bonus is a modifier to your stats for as long as you are in that class. in your case, the warlock class bonus is +3 mag, +1 Dex, +1 Spd, and +4 Res versus the Gremory's +5 Mag, +2 Dex, +1 Spd and +4 Res.
You can see the adjustments using the info button on the reclass/certification screens.