Senior Data Scientist, Curves
Senior Data Scientist, Curves
Location: São Paulo - Brazil
About Argus
Argus is the leading independent provider of market intelligence to the global energy and commodity markets. We offer essential price assessments, news, analytics, consulting services, data science tools and industry conferences to illuminate complex and opaque commodity markets. Headquartered in London with over 1,400 staff, Argus is an independent media organisation with 30 offices in the world’s principal commodity trading hubs.
Companies, trading firms and governments in 160 countries around the world trust Argus data to make decisions, analyse situations, manage risk, facilitate trading and for long-term planning. Argus prices are used as trusted benchmarks around the world for pricing transportation, commodities and energy. Founded in 1970, Argus remains a privately held UK-registered company owned by employee shareholders and global growth equity firm General Atlantic.
Argus Media is committed to ensuring career and personal growth for all its staff and provides extensive training and career development opportunities, as well as participation in employee-led initiatives, including a women’s network. Our core values are Excellence, Integrity, Partnership and Inclusivity.
What we’re looking for
As a senior data scientist, you will be responsible for developing high-quality, scalable, and well documented R scripts, and keeping up to date on the latest research in the field of automatic machine learning and artificial intelligence as well as best coding practices to help guide the development of Argus methodology, our algorithms & dashboard. Our algorithms involve programming in R & SQL. We are looking for a person with strong problem-solving skills, that not only knows how to code, but what to code, and who is able to discuss the best way of implementing a given methodology. In addition, you will have to contribute to the enhancement of Argus’ capabilities and infrastructure for offering data science solutions for time series forecasting. You must also be comfortable engaging in discussions and effectively communicating ideas in English, as at least 75% of our meetings are with non-Portuguese speakers.
What is involved
The primary focus of this role will be to make a significant contribution to the development of versatile, readable, efficient and scalable R scripts. These will add to the development of Argus’ Automatic Machine Learning (ML) and Artificial Intelligence (AI) capabilities. Contributions also include the development and operational support of all the Argus data science (DS) products with a particular focus on forward curves, possibility curves and our dashboards.
Key Responsibilities
- Develop R scripts that implement methodologies for the calculation of forward curves.
- Discuss these methodologies with key global stakeholders (market specialists, reporters, traders, brokers, etc.) to ensure smooth development of the DS products and commercial launch.
- Monitor and assess markets to suggest improvements to these methodologies.
- Review existing and/or develop new machine learning models for time series forecasting.
- Review existing and/or develop new models for solving optimisation problems.
- Maintain documentation per company standards.
- Write scalable production-level code.
- Develop R Shiny apps.
- Write unit tests.
- Criticize code and review Pull Requests.
- Find engaging ways to explain complex issues – including using charts and graphics as appropriate.
- Help build and curate data sets that help explain market dynamics (using R and SQL).
- Prototype algorithm techniques and run extensive benchmarks for all Argus Data Science products.
Monitor the production processes for the Argus DS products (such as possibility curves, forward curves, and the Studio), identify if any issues arise and fix them on the fly to ensure that the curves are available to the clients before the deadlines.
YOU WILL BE EXPECTED TO WORK FROM 13:00 TO 21:00 IN A HYBRID WORK SCHEDULE (3 DAYS IN THE OFFICE).
Skills and Experience
- BA in statistics, computer science, finance, mathematics, engineering, or related STEM field.
- Advanced R coding skills (3+ years).
- Experience in writing scalable, production-level R scripts.
- Experience in creating and maintaining R packages.
- Experience in developing R Shiny apps.
- Good knowledge and experience of SQL.
- Have experience in script development using version control (Git), unit testing, Jira, and Confluence.
- Have experience with exploratory data analysis and model/algorithm prototyping, selection, and validation.
- Have a good understanding of statistics and be familiar with a range of machine learning regression models (linear regression, etc).
- Have a good understanding of time series forecasting techniques.
Attributes
- Ability to engage in discussions and effectively communicate ideas in English.
- Maker mindset & self-directed.
- Passion for open source.
- Critical thinker.
- Team player.
- Comfortable working in a fast-moving environment with changing requirements.
- Strong problem-solving skills, able to think deeply about a business problem and devise a well-thought-out and pragmatic algorithmic solution.
- You are comfortable with visualising and communicating data to various audiences, you easily articulate and present your ideas.
Differentials
- Knowledge of commodity markets.
- Knowledge of probabilistic forecast methods.
- Knowledge of data drift and model drift.
What’s in it for you
We know we require a lot from you, but we compensate you accordingly with a competitive salary and company bonus scheme. Argus recognizes and rewards successful performance and as an Investor in People, we promote professional development and retain a high-performing team committed to building our success.
Moreover, our rapidly growing, award-winning business offers a dynamic environment for talented, entrepreneurial professionals to achieve results and grow their careers.
- Pursuant to Brazilian current legislation and for so long as such legislation shall remain in force, you are entitled to receive:
- A Christmas bonus (also called “13th Salary”), equivalent to one monthly salary.
- A 30-day vacation period per year.
- A vacation payment equivalent to one-third of your monthly salary.
- A severance fund to de deposited in a special bank account (FGTS), in the amount of 8% of your monthly salary.
- Benefits
- Health Insurance – SulAmerica
- Dental Insurance – SulAmerica
- Life Insurance – Prudential
- Pension Plan
- Meal Voucher
- Mobility Allowance
- Pharmacy Allowance
- Gym Subsidy
- Parking
For more details about the company and to apply please make sure you upload your CV via our website: www.argusmedia.com/en/careers/open-positions
By submitting your job application, you automatically acknowledge and consent to the collection, use and/or disclosure of your personal data to the Company. Argus is an equal opportunity employer. We welcome and encourage diversity in the workplace regardless of race, gender, sexual orientation, gender identity, disability or veteran status.