Senior Data Scientist (Copenhagen)

Job summary

The role focuses on building and enhancing short-term price forecasting models for the day-ahead market, utilizing grid fundamentals data. The position involves hands-on work with model evaluation, feature engineering, and collaboration across teams to improve forecasting accuracy and deliver value to customers.

Qualifications

• Proven experience in developing price forecasting models for the day-ahead market.
• Strong intuition for feature engineering and signal selection in time-series contexts.
• Ability to make informed decisions on model features and performance.
• Understanding of the practical use of price forecast data by market participants.
• Effective communication skills for explaining model behavior to non-technical stakeholders.

Responsibilities

• Develop and refine short-term price forecasting models for the day-ahead market.
• Assess and prioritize new signals for integration into forecasting models.
• Debug and enhance existing models to address performance issues.
• Collaborate with the Data team to determine future investigation areas.
• Provide insights from modeling that inform product and customer decisions.
• Manage model performance from experimentation to live deployment.

Skills

• Hands-on experience with probabilistic forecasting and familiarity with European power market mechanisms is a plus.
• MLOps knowledge, including model monitoring and retraining processes, is advantageous.

Education

• Relevant educational background in data science, statistics, or a related field is preferred.

Tools

• Proficiency in Python, Pandas, Polars, Scikit-learn, MLFlow, and BigQuery is relevant for this role.