Job type: Permanent
Job reference: : SO_NYMM
Location: USA, Pennsylvania, Pittsburgh
Sector: Technology, IT Strategy & Transformation, Power
Date posted: 25/01/2017
Spencer-Ogden is seeking an Energy Data Scientist to work on extending a quant energy trading platform. The ideal candidate will have extensive hands-on experience in developing mathematical algorithms and a broad knowledge of statistics, machine learning, optimization, and financial math. Strong communication skills and commercial decision-making abilities will round out the ideal candidate's profile.
*Developing and testing electricity and natural gas price forecasting algorithms using large datasets such as load, weather, historical, grid, forward markets etc.
*Developing and testing arbitrage algorithms using our proprietary energy market models, our price forecasts, and customers' energy portfolio.
*Close collaboration with our Sales team as well as direct customer contact when needed to establish performance goals and communicate trending against goals
*Verbalizing decision-making process to internal and external stakeholders
*Identifying and implementing commercially scalable processes
*Working in collaboration with the software engineering team in deploying the developed models tailored to specific customer needs.
*Participating in the software development process, testing, and debugging required to support the deployed models.
*Strong programming background in Python, with experience in numpy, scipy, scikit-learn and pandas preferred.
*Knowledge of large-scale software development including strong background in OOP, and knowledge of Git, SVN or other version control software.
*Experience working with large databases to access, manipulate and process data. Knowledge of MongoDB or other NoSQL database implementations.
*MS degree or PhD (preferred) in Mathematics, Physics, Engineering, Computer Science or other quantitative discipline.
*Minimum of 2-5 years of work experience in quantitative modelling. Academic work can be accepted in lieu of job experience on a case-by-case basis.
*Candidate must be a team player with strong sense of accountability and desire to continuously learn
Spencer Ogden is the global energy, engineering and infrastructure recruiter of choice. By providing end to end full project life-cycle services across a range of sectors, we are able to offer a unique 360 degree service to our clients. With a strong presence in key locations, we are strategically placed to accommodate the needs of clients and candidates alike. Since 2010, our wealth of expertise and influence in over 10 sectors has enabled us to successfully exceed our clients' expectations on time, every time. We represent professionals at all levels and recruit for clients internationally within:
Oil and Gas, Power Generation, Nuclear, Renewable Smart Energy, Finance, Mining, Rail, Automotive, and Built Environment
As a company we are committed to delivering high quality candidates to our clients and providing a world-class service by investing in the best people, infrastructure, services and training. We have established an innovative culture and new way of recruiting that has been recognized by multiple awards and accreditations, including: 'The Queen's Award for Enterprise: International Trade', IS09001, 'International Growth Business of the Year' at the 2014 National Business Awards, Sunday Times 'Fast Track 100' company and a Sunday Times 'International Track 200' company.
Spencer Ogden is acting as an Employment Agency in relation to this vacancy.