SS
Sigma Software
Data Scientist
Senior Data Scientist
On-siteSeniorData Scientistposted 1w ago
Role summaryAI-generated
This senior data scientist role at Sigma Software focuses on advanced auction and bid‑landscape modeling, building real‑time win probability and conversion propensity models with sparse and delayed labels. Candidates will design robust offline evaluation frameworks, implement calibration strategies, and develop exploration and logging techniques for reliable downstream analysis.
Skills required
Bayesian statisticsHierarchical modelingPositive-unlabeled learningInverse-propensity scoringDoubly robust estimationEmbedding techniquesCalibrationOffline evaluationAuction modelingPropensity loggingRecommendation systemsData scienceMachine learningPythonNumPypandasscikit-learnSQLXGBoostLightGBMStatisticsFeature engineeringSparkA/B testingCausal inferenceAIStakeholder management
About this role
- 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
Qualifications
- 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
Additional Information
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
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