Recru · 1 day ago
Senior Data Scientist
Recru is a company focused on advancing electricity market forecasting capabilities. The Senior Data Scientist will play a key role in modeling data to support trading, risk, and strategy functions, directly influencing trading decisions in dynamic power markets.
Responsibilities
Analyze, experiment, develop, and evaluate models to gather business intelligence and predict electricity prices
Work directly with trading teams and the Head of Market Analysis to create evaluation methodologies and assess forecast quality for trading activities
Collaborate to expand forecasting capabilities across various timescales and U.S. markets including PJM, SPP, and CAISO
Use data analysis to identify areas for improvement in probabilistic price forecasts and develop experiments to improve modeling
Work with development teams to create production-level code for backtesting and running models at scale in the cloud
Combine physical models with statistics and AI to create efficient, robust models
Contribute to internal machine learning pipelines and physical model development using Python packages and in-house libraries
Qualification
Required
Bachelor's degree in Science, Engineering, or Mathematics
At least ten (10) years as a Data Scientist or similar position
Proficiency with linear algebra, machine learning, correlated uncertainty quantification, statistical analysis, probabilistic thinking, and evaluation
Proficiency in Python (or similar) and SQL (or similar)
Ability to combine theory and data to develop experiment-driven methodologies
Ability to clearly articulate experimentation methods, results, and conclusions