
Data Scientist (VPI)
- London
- Permanent
- Full-time
- Being an energetic and enthusiastic leader that bridges the power trading desk and trading technology team, who combines strategic vision with hands on capability to use data, analytics and advanced modelling
- Designing and implementing data enabled models and applications, to deliver measurable value via use cases such as: optimisation, valuation, and trading of power assets, including batteries, renewables and thermal plants
- Collaborating with traders and applying expertise in UK and EMEA power markets, to build both fundamentals and data driven automated trading strategies, with statistically sound and robustly evidenced back testing
- Build and integrate production quality solutions (potentially including generative AI) into VPI's cloud to provide robust, scalable services in line with DevOps and MLOps principles
- Being a leader with ownership and responsibility over data science projects, while also being a strong independent contributor to other technology and trading workstreams in a flat, collaborative environment
- Performing and supervising Exploratory Data Analysis with traditional and alternative types of data, extracting insights, visualising and communicating the results in a trading desk relevant context
- Providing cross functional mentorship of data science and advanced modelling techniques using Python, becoming a centre of excellence that sets and demonstrates best practices and standards across VPI
- Actively participating in code reviews, experiment design and tooling decisions to help drive the velocity and quality of data science work
- Master's degree in computer science, Machine Learning, or a related field. Ph.D. is a plus
- Fluency in Python with the ability to write clean, modular, well-documented code as well as a solid understanding of coding best practices
- 5+ years in industry developing and deploying production quality machine learning models in line with MLOps principles
- Experience in power markets, with knowledge of financial markets and trading concepts
- Experience with back testing techniques appropriate to financial market applications
- Experience exploring and extracting insights from heterogeneous multi-dimensional data sets, and presenting complex data visually
- Time series modelling (both machine-learning and econometric approaches)
- Familiarity with cloud platforms (AWS) and containerisation technologies (Docker)
- Familiarity with cloud-based ETL/ELT data pipelines and orchestrators (Airflow, Dagster, Prefect)
- Excellent problem-solving skills, ability to work independently and in a team
- Strong communication skills, with the ability to explain complex technical concepts to non-technical stakeholders
- Understanding of ML fundamentals and experience with ML frameworks
- Advanced coursework in math, statistics, and machine learning preferred
- Demonstrable attention to detail