ENGIE Energy Marketing North America (EEMNA) is looking to advance its electricity market forecasting capabilities across timescales and regional markets, and the Senior Data Scientist will play a key role in this effort by modeling hundreds of millions of data points daily through hybrid AI and physical system modeling.
Requirements
- Proficiency with linear algebra and machine learning
- Proficiency with correlated uncertainty quantification and statistical analysis
- Proficiency with probabilistic thinking and evaluation
- Proficiency in a programming language such as Python (or similar) and SQL (or similar)
- Ability to combine theory and data to develop experiment driven methodologies
- Ability to articulate experimentation methods, results, and conclusions clearly
- Experience with machine learning and physical system modeling
Responsibilities
- Analyze, experiment, develop models, and evaluate models to help the company gather business intelligence and predict electricity prices
- Work directly with the trading teams and Head of Market Analysis to create evaluation methodologies and assess quality of forecasts in terms of delivering clear signal for trading activities
- Collaborate with the team to expand forecasting capabilities across various timescales and U.S. markets including PJM, SPP, and CAISO
- Leverage data analysis to help identify areas for improvement of probabilistic price forecasts and develop experiments to help resolve and improve modeling efforts
- Work with the development team to develop production level code to backtest and run models at scale in the cloud
- Combine physical models with statistics and AI in creative ways to create models which are compute efficient while robust to extreme events and changes in the underlying system being modeled
- Work with and contribute to internal custom machine learning pipeline and physical model development using Python packages and in-house libraries
Other
- Minimum of a Bachelor’s degree in a Science, Engineering, or Mathematics field
- A minimum of ten (10) years working as a Data Scientist or a similar position
- Must be available to travel domestically up to 15% of the time and with the need for some overnight trips
- Must be willing and able to comply with all ENGIE ethics and safety policies
- Must be able to work in a team-oriented environment
