Senior Data Scientist

Sigma Software is seeking a Senior Data Scientist to join a dedicated team building advanced machine learning solutions for a large-scale programmatic advertising ecosystem. You will work on a predictive modeling platform that processes hundreds of millions of auction requests daily, focusing on real-time optimization and complex decision-making systems.

Key responsibilities

• 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.
• Design robust offline evaluation frameworks using inverse-propensity scoring and importance reweighting.

Requirements

• 5+ years of experience in Machine Learning or Data Science with production-grade models.
• Strong Python skills including numpy, pandas, and scikit-learn.
• Deep practical experience with XGBoost, LightGBM, or CatBoost.
• Strong knowledge of probability, statistics, confidence intervals, and statistical power analysis.
• Hands-on experience with Spark or PySpark and large-scale datasets.

What we offer

• Opportunity to work on technically challenging products and large-scale production systems.
• Collaboration with experienced engineers and data scientists in a data-driven environment.
• Direct impact on the development of sophisticated predictive modeling and optimization platforms.