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Senior Data Scientist

2 hours, 13 minutes ago
Estonia, Latvia, Lithuania, Moldova, Poland, Serbia
Full-time
Senior
Data Scientist
Data Science and Analytics
CatBoost Feature Engineering LightGBM MLflow Pandas PostgreSQL Python Scikit-learn SQL XGBoost
Apply Now
Alex Staff Agency

Alex Staff Agency

Alex Staff Agency is a prominent player in the international IT recruitment market, providing staffing and recruiting services for large technical companies worldwide. With a team of highly experienced professional recruiters from various countries and...

Professional Services
11-50
Founded 2018
View All Jobs 26

Description

  • Engineer predictive features from raw energy market data, including prices, volumes, grid conditions, weather, and calendar effects.
  • Work with very high-dimensional feature sets and apply systematic feature selection methods to reduce them.
  • Analyse feature importance and stability across time periods and market conditions.
  • Build gradient boosting models such as XGBoost, LightGBM, or CatBoost for multi-horizon forecasting.
  • Produce probabilistic forecasts, including prediction intervals, quantile forecasts, or distribution outputs.
  • Design time series cross-validation schemes that preserve temporal ordering and avoid lookahead bias.
  • Diagnose and prevent target leakage and other validation issues in forecasting pipelines.
  • Test preprocessing and pipeline components using synthetic data where ground truth is known.
  • Track experiments, document model decisions, and maintain reproducible training pipelines.
  • Collaborate with colleagues on data infrastructure and domain context, and translate market knowledge into model improvements.

Requirements

  • Deep time series experience, including understanding of forecasting cross-validation, multiple horizons, and lookahead bias.
  • Strong feature engineering and feature selection skills with high-dimensional datasets.
  • Core experience with XGBoost, LightGBM, or CatBoost and understanding of their key hyperparameters.
  • Ability to produce calibrated prediction intervals or quantile forecasts, not just point predictions.
  • A rigorous validation mindset with strong attention to leakage and suspiciously strong results.
  • Strong Python fluency with clean, testable code using pandas or Polars, scikit-learn, and GBM libraries.
  • SQL competence with PostgreSQL for pulling and reshaping data.
  • Clear written and verbal communication, including the ability to explain model behaviour to non-ML colleagues.
  • Experience with MLflow, Hydra, Metaflow, or similar experiment tracking and pipeline tools is preferred.
  • Polars experience is preferred.
  • Background in energy, utilities, trading, or similar forecasting-heavy domains is preferred.
  • Familiarity with UK energy markets, Elexon data, or grid balancing is preferred.
  • Experience with conformal prediction or other modern uncertainty quantification methods is preferred.
  • Hands-on experience with at least two agentic AI coding systems such as Claude Code, Codex, Open Code, or Cursor is highly desirable.
  • Experience building software end to end with agentic coding tools, including multi-agent orchestration, hooks, permissions, MCP servers, custom skills, and tool definitions, is highly desirable.

Benefits

  • Plenty of opportunities for learning and professional growth.
  • B2B contract arrangement.
  • Paid vacation.

Interested in this position?

Apply directly on the company website

Apply Now

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