Alex Staff Agency

Senior Data Scientist

Alex Staff Agency

full-time

Posted on:

Location Type: Remote

Location: Moldova

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Job Level

About the role

  • Build high-quality forecasting models for UK energy balancing markets
  • Engineer features from raw market data
  • Select the most predictive subset from hundreds of thousands of candidates
  • Build gradient boosting models that output well-calibrated prediction intervals
  • Rigorously validate models to avoid subtle leakage problems
  • Hand off models that are well-documented and reproducible
  • Produce reliable probabilistic forecasts

Requirements

  • Deep time series experience — you understand why random CV splits fail for forecasting, how to handle multiple horizons, and the pitfalls of lookahead bias
  • Strong feature engineering and selection skills — you've worked with high-dimensional feature sets and know multiple approaches to reduce them systematically
  • Gradient boosting expertise — XGBoost, LightGBM, or CatBoost are your core tools; you understand their hyperparameters and when each matters
  • Probabilistic forecasting ability — you can produce calibrated prediction intervals or quantile forecasts, not just point predictions
  • Rigorous validation mindset — you're paranoid about leakage, you test your assumptions, and you don't trust results that seem too good
  • Python fluency — clean, testable code; comfortable with pandas/Polars, scikit-learn, and the GBM libraries
  • SQL competence — you can pull and reshape data from PostgreSQL without friction
  • Clear communication — you document your work and can explain model behaviour to non-ML colleagues
  • Experience with MLflow, Hydra, Metaflow, or similar tooling for experiment tracking and pipeline management
  • Polars experience (we're migrating some workloads from pandas)
  • Background in energy, utilities, trading, or other domains with similar forecasting challenges
  • Familiarity with UK energy markets, Elexon data, or grid balancing
  • Experience with conformal prediction or other modern uncertainty quantification methods
  • Highly Desirable — Agentic AI Coding Experience
  • We value candidates who can build software using agentic AI coding systems. This is fundamentally different from using code completion tools or chat-based assistants.
  • What we're NOT looking for: - GitHub Copilot (code completion/autocomplete) - ChatGPT or similar chat interfaces for generating isolated code snippets - Any tool that only provides single-turn question/answer interactions
  • What we ARE looking for: Hands-on experience with agentic coding systems such as Claude Code, Codex (OpenAI's agentic coding tool), Open Code, or Cursor.
  • Ideal candidates will demonstrate:
  • Breadth of experience — proficiency with at least 2 agentic systems (experience with only one is insufficient)
  • End-to-end development — ability to design and build software from the ground up using these tools, not just generating isolated snippets
  • Multi-agent orchestration — demonstrated experience orchestrating multiple agents using skills, tools, and agent coordination, not just one-shot problem solving
  • Deep system knowledge — familiarity with hooks, permission systems, MCP (Model Context Protocol) servers, custom skills and tool definitions, and context management
Benefits
  • Plenty of opportunities for learning and professional growth
  • B2b contract with a paid vacation
Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools
time series analysisfeature engineeringgradient boostingXGBoostLightGBMCatBoostprobabilistic forecastingPythonSQLconformal prediction
Soft Skills
clear communicationrigorous validation mindset