Tech Stack

Description

As a Pricing Data Scientist at Alt, you will architect the logic behind the Alt Value pricing model, researching and validating models to price millions of alternative assets in real-time. You will collaborate with Expert Pricers and Data/ML Engineers to bring these models to production.

Requirements

• 5+ years of experience in Data Science with focus on feature engineering and algorithm/model-building in pricing, financial modeling, or marketplace dynamics
• Expert-level proficiency in SQL, Python, and Python libraries (Pandas, Scikit-Learn, XGBoost/LightGBM, PyTorch/TensorFlow)
• Statistical rigor and deep understanding of experimental design, backtesting methodologies, and dealing with noisy/sparse data
• Collaborative experience in sprint-based environment with Data and ML Engineers
• Proficient in cloud environments (AWS, GCP) and ML Ops infrastructure (e.g. MLFlow)
• Advanced degree (Master’s or PhD) in quantitative field preferred

Responsibilities

• Research, develop, and ship sophisticated pricing models (e.g. Tree-based, Gradient-based, Deep Learning, ensemble methods) to improve valuation accuracy
• Identify new data signals and validate their predictive power through rigorous backtesting and experimentation
• Partner with Product Engineering to refine Risk Underwriting models
• Collaborate with Expert Pricing team to encode market nuances into automated features and inferences
• Define, monitor, and lift model performance metrics