Description
Our team solves a wide range of DS problems using advanced ML/DL algorithms and tools in the Global Markets Department. All tasks go through the full cycle: from data collection and analysis to model deployment in production and assessment of financial impact. We are looking for a Senior Data Scientist in the pricing optimization domain.
Responsibilities
- build and improve demand forecasting models considering pricing factors
- develop algorithms for optimal price search and implement them into the product cycle
- assess the causal effects of price changes from the implemented algorithms
- participate in R&D experiments: market environment modeling, RL approaches to pricing, researching the applicability of modern DL architectures in our tasks (TFT, etc.).
Requirements
- solid practical experience in classical ML on tabular data — linear models, boosting, etc.
- experience working with RL algorithms in an industrial environment (multi-armed bandits, Q-learning, PPO)
- experience with time series: demand forecasting, price forecasting, seasonality
- knowledge of mathematical statistics and A/B testing methodology
- proficient Python
- mathematical or technical education.
Will be a plus:
- experience with optimization problems
- experience with DL (PyTorch, etc.), modern architectures for time series forecasting
- experience with market environment simulation for RL
- experience with big data: Spark, GreenPlum
- knowledge of econometric methods: modeling elasticity and price sensitivity of demand
- understanding of the specifics of pricing experiments, ability to assess causal effects of price changes using causal ML techniques
- ability to independently build model validation methodology — from offline metrics to online experiments.
Conditions
- office at Vavilova St., 19
- hybrid work format
- competitive compensation (salary and performance-based bonuses)
- voluntary health insurance from the first working day, accident and critical illness insurance
- financial aid and social support, corporate pension program
- discount programs from partner companies
- free fitness on the employer's premises
- external and internal professional training: seminars, trainings, conferences, corporate library.
