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Founding Applied ML / Quant Forecasting Engineer

110k - 135k EUR110 000 - 135 000 EUR/ rok./ rok.UoPUmowa o pracę (brutto)

SeniorOn-site·WarszawaFull-time·Umowa o pracę

#371706·Dodano 4 miesiące temu·19

Źródło: Talent Place

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Tech Stack / Keywords

AINetworkArchitectureData ScienceMLOpsPostgreSQL ETL Machine Learning

Firma i stanowisko

Elcast.ai builds forecasting, ranking, and decision systems for European power-market trading, focusing on identifying attractive opportunities in JAO month-ahead transmission rights auctions. The platform integrates data from ENTSO-E, JAO, third-party forecasts, Trading Economics, FX, holidays, and Copernicus medium-term weather data.

Wymagania

Strong understanding of economically real prediction problems affecting business outcomes.
Ability to learn specialized market mechanics and convert them into robust forecasting and decision logic.
Experience working with hierarchical market entities such as countries, bidding zones, corridors, and auction products.
Deep hands-on experience with modern machine learning for structured, time-dependent data, especially gradient boosting.
Strong command of time-aware backtesting, no-leakage evaluation, walk-forward validation, and advanced model-quality metrics.
Ability to build and evaluate forecasting, ranking, and decision-support models including learning-to-rank and uncertainty estimation.
Understanding of financial modeling, portfolio selection, capital allocation, drawdown, false-positive cost, and risk-adjusted return.
Ability to design and review feature engineering at scale including lagged, rolling, aggregated, hierarchical, and cross-source features.
Senior-level Python engineering skills beyond notebook-based modeling.
Experience with MLflow or similar experiment-tracking/model-lineage tools.
Familiarity with Pydantic-driven configuration and type-driven architecture.
Comfort with modular pipelines, strategy patterns, registries, tests, and refactoring without behavioral drift.
Excellent SQL fluency including schema-qualified queries, function-based pipelines, bulk operations, and performance-aware data access.
Ability to review and improve code for correctness, maintainability, reproducibility, security, and collaboration safety.
Strong business orientation and ability to work in a founder-led, high-accountability environment.
Low-ego, facts-first, productivity-first working style.
Ability to inherit prior work and collaborate respectfully to achieve trading readiness in approximately three months.
Ability to work productively with AI-assisted development while independently reviewing generated code.

Preferred qualifications:

Experience in energy, commodities, quant systems, auctions, optimization, or markets with immediate economic consequences.
Experience with portfolio selection, capital allocation, optimization, or risk layers on top of model outputs.
Experience with unit testing, integration testing, model monitoring, model registries, and strong repository hygiene.
Comfort with modern packaging, command-line tooling, and production-ready project structure.
Ability to write clear architecture notes explaining system design decisions.

Obowiązki

Take technical ownership of the ML, forecasting, ranking, and decision-system layer of Elcast.ai.
Challenge current models for leakage risk, weak assumptions, unstable features, overfitting, and backtest artifacts.
Improve validation and reproducibility standards to accurately represent live-trading conditions.
Develop, validate, and deploy forecasting, ranking, uncertainty, and portfolio-selection methods to optimize risk-adjusted trading returns.
Improve modularity, interfaces, tests, and guardrails without unnecessary reinvention or behavioral drift.
Collaborate daily with the founder, data scientist, and ETL pipeline engineer to advance the platform.
Help define standards for experimentation, model promotion, code review, monitoring, documentation, and AI-assisted development.

Benefity

A challenging and economically meaningful ML problem.
Access to a serious existing platform with MLflow lineage, web-based model review, and data provenance.
Direct daily collaboration with the founder.
Meaningful ownership and opportunity to shape the company's technical DNA.
Opportunity to convert years of domain work and modeling breakthroughs into a durable trading capability.
Base salary between €110,000 and €135,000 depending on experience and scope.
Annual bonus up to 15% tied to technical and delivery milestones.
Initial equity grant approximately 1.0%-1.25%, with potential to increase to 1.5%-2.0% based on performance.
Equity structure, vesting, and milestones to be discussed during the process.
Potential co-investment opportunity to invest up to €100,000 alongside the company’s JAO trading strategy, subject to legal and compliance requirements.

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