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Sigma Software

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Senior Data Scientist

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Summary

Senior Data Scientist building production ML models for an AdTech customer: censored bid-landscape pricing, real-time win probability, lift and conversion propensity models, look-alike audiences, calibration, and counterfactual offline evaluation. Core stack: Python (numpy, pandas, scikit-learn), XGBoost/LightGBM/CatBoost, SQL, and Spark/PySpark.

  • Build and improve censored bid-landscape models to estimate clearing-price distributions from partially observed auction data
  • Develop real-time win probability estimation models responsive to bid pricing dynamics
  • Design and implement hierarchical lift estimation models with confidence-bound-based selection strategies
  • Build conversion propensity models using sparse, delayed, and aggregate-only labels
  • Develop look-alike audience modeling approaches using positive-unlabeled learning and embedding-based nearest-neighbor techniques
  • Implement advertiser-level calibration strategies while independently monitoring ranking and calibration quality
  • Design robust offline evaluation frameworks using inverse-propensity scoring, doubly-robust estimators, and importance reweighting
  • Define exploration strategies and propensity logging approaches to ensure reliable downstream correction and evaluation
  • Develop constrained optimization mechanisms for campaign objectives, pricing constraints, and volume targeting
  • Contribute to data diagnostics, capability assessments, and evidence-based model recommendations
  • Collaborate with the Customer team during post-launch tuning and performance validation cycles
  • Prepare technical documentation and knowledge transfer materials for the Customer’s internal data science team
  • Participate in architecture discussions and contribute to scalable ML platform design decisions
  • 5+ years of experience in Machine Learning or Data Science with production-grade models measured against business KPIs
  • Strong Python skills including numpy, pandas, and scikit-learn
  • Strong SQL skills and experience working with large-scale datasets
  • Deep practical experience with XGBoost, LightGBM, or CatBoost
  • Strong understanding of regularization, calibration methods, and categorical feature handling
  • Strong knowledge of probability, statistics, confidence intervals, and statistical power analysis
  • Experience with feature engineering for structured and behavioral datasets
  • Hands-on experience with Spark or PySpark
  • Practical knowledge of experimentation frameworks and A/B testing methodologies
  • Experience with advanced validation approaches including temporal splits, leakage detection, drift analysis, and slice-based metrics
  • Understanding of explainability techniques such as SHAP and permutation importance
  • Upper-Intermediate English level or higher

WILL BE A PLUS

  • Experience in AdTech modeling including CTR/CVR prediction, bid-landscape modeling, audience segmentation, and RTB mechanics
  • Experience working with sparse, delayed, or censored labels
  • Knowledge of attribution modeling, survival analysis, and positive-unlabeled learning
  • Practical experience with counterfactual and off-policy evaluation techniques
  • Understanding of calibration methods including isotonic regression and Platt scaling
  • Experience with hierarchical, empirical-Bayes, or partial-pooling models
  • Knowledge of constrained or multi-objective optimization approaches
  • Experience with uplift modeling and causal inference methods
  • Experience with Vertex AI or similar managed ML training environments
  • Publications, competitive modeling achievements, or open-source contributions related to Machine Learning or AdTech

PERSONAL PROFILE

  • Strong analytical and problem-solving skills
  • Ability to work effectively in a highly data-driven environment
  • Strong communication and stakeholder management abilities
  • Ability to explain complex modeling decisions to technical and non-technical audiences
  • Proactive mindset with strong ownership mentality
  • Attention to detail and scientific rigor in experimentation and evaluation

Skills

See also

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