
Advanced Modeling Expert
2 weeks ago
We are seeking a seasoned data scientist to lead the development and implementation of advanced forecasting models using machine learning and statistical techniques.
The ideal candidate will have a deep understanding of data science methods and tools, including simulation model building principles, machine learning, and best practices in point and probabilistic forecasting.
Key responsibilities include developing and improving existing models, collaborating with cross-functional teams to integrate data-driven insights into business decisions, and driving innovation through the application of cutting-edge methodologies.
Required qualifications include a strong background in statistics, economics, or a related field, and at least 5-9 years of experience in industry.
- Point Forecasting and Probabilistic Forecasting
- Agent-based Simulation Model using Anylogic (Good to have)
- Any type of simulation model experience (Good to have)
- Statistical Forecasting: ARIMA, THETA, Exponential Smoothing
- ML-based Forecasting: GBM, LightGBM, XGBoost, Linear Regression
- DL-based Forecasting: DeepAR, NBEATS, LSTM, RNN
- Hierarchical Forecasting
- Cross-Validation: Rolling-window, Expanding-window, K-fold, Hold-out
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