Senior Data Scientist

Senior Data Scientist

Join Sigma Software to help build advanced machine learning solutions for one of the large-scale players in the programmatic advertising ecosystem. We are looking for a Senior Machine Learning Engineer with strong production ML expertise and deep interest in real-time optimization systems, large-scale behavioral data, and AdTech challenges.

In this role, you will work with a dedicated Sigma Software team on a predictive modeling platform integrated with a live ad exchange processing hundreds of millions of auction requests daily. You will contribute to sophisticated ML solutions involving bid optimization, calibration, counterfactual evaluation, and constrained decision-making systems.

We as a company offer the opportunity to work on technically challenging products, collaborate with experienced engineers and data scientists, and make a direct impact on large-scale production systems.

Our Customer is a technology company operating supply-side infrastructure within the programmatic advertising ecosystem. The company manages a high-scale ad exchange platform and is investing in predictive decisioning capabilities to improve advertising performance, audience targeting, and campaign optimization through advanced machine learning technologies.

The project focuses on building a predictive modeling and optimization platform on top of a live ad exchange environment. The platform evaluates and filters advertising supply in real time, predicts high-performing audience contexts, builds look-alike audiences from small seed datasets, and optimizes campaign performance across multiple business objectives and operational constraints.

The team works on complex machine learning challenges including censored bid-landscape modeling, sparse and delayed conversion attribution, calibration systems, counterfactual evaluation, and constrained optimization models. The solution is designed for large-scale production use and close collaboration with the Customer's internal data science organization.

Job Description

• 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

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