Data Scientist

QUALIFICATIONS/EXPERIENCE REQUIRED :
Talented individual with a strong technical or engineering background with a MSc in Computer Science.
A continuous learner with a strong team spirit, always seeking to improve and innovate beyond the status quo. An individual who demonstrates the ability to adapt and successfully collaborate with colleagues from diverse backgrounds and likes proactively sharing acquired knowledge.
3+ years of proven experience in software development and/or maintenance in Python. Must be able to write scalable, well-tested and well-documented code that adheres to best practices and is prepared for future use cases. Experience debugging and safe refactoring legacy code is required.
2+ years of proven experience of working in energy trading with confirmed knowledge of both gas and power markets, ideally across Europe and the US, and ability to develop appropriate algorithms related to those markets (use cases such as backtesting, portfolio optimization, physical and financial assets pricing, dispatch optimization, etc.)
Solid understanding of Data Science, machine learning, deep learning, and algorithmic methods, with demonstrated experience working with a diverse array of algorithms (time series forecasting, constrained optimization, etc.) and in developing quantitative algorithms.
Mindset to design extensible and reusable code according to business needs.
Experience with CI/CD, containerization, databases, and API development.
Experience of building powerful visualization dashboards, that efficiently handle large amounts of data.
Clear and effective communication skills for reporting and collaboration.
Language Skills: Fluent in English.
International experience and demonstrated ability to work in multicultural environments are a strong plus.

JOB DIMENSIONS :
Purpose: The team is within the Modelling and Analysis for Trading Strategy (MATS) department, which is responsible for the end-to-end design and development of comprehensive quantitative models, state-of-the-art analytical and AI tools, and research that help optimize trading decisions across all TGP trading desks. Positioned at the strategic interface between Trading, Risk Management and IT, it guarantees the agility, robustness and continuous innovation of the algorithms driving TGP market strategy.
Objectives: Develop and maintain high-performance algorithmic and AI-driven quantitative products tailored for trading and energy optimization. The teams’ key role is to build and maintain long-lasting frameworks for various advanced use cases (e.g. forecasting, AutoML, optimization, physical dispatch, backtesting, etc.), capable to adapt to diverse trading strategies as well as effectively address complex challenges such as pricing, hedging, trading, transactions, and asset management. The team is committed to driving innovation while delivering enduring product excellence. The team comprises highly skilled data scientists, software and quant developers, with deep domain expertise in energy and commodities markets.
Impact: The role directly impacts TGP’s trading performance by contributing to long-term P&L growth through scalable, reusable and intelligent solutions that last. Such a role demands strong technical skills, critical thinking and a team spirit.
Contribution: The forecasts, optimizations and trading strategies developed in MATS are expected to significantly impact the P&L of Power, Gas and LNG trading activities across various geographies.

ACTIVITIES :
You will be at the forefront of development of scalable, reusable, and intelligent frameworks that contribute to long-term P&L growth, ensuring they are built as maintainable, long-living, production-grade solutions.
You will build extensible frameworks that evolve with business needs and are used across different trading desks.
You will iteratively enhance these frameworks to support rapid feature delivery while minimizing technical debt and ensuring long-term maintainability.
You will provide support to users (data scientists from MATS teams and traders) by leveraging your solid understanding of the tools developed in the team. You will facilitate their work by clearly presenting the features and guiding them to fully utilize the capabilities of the frameworks, ensuring they can maximize their potential.
You will collaborate with key partner teams (e.g. Algo Strategies, Modelling & Analysis) to co-develop specialized tools, ensuring flexibility for researchers while maintaining core architectural standards.
You will work on a variety of different problems related to energy and commodity markets and acquire business knowledge.

ACCOUNTABILITIES :
Test and integrate advanced techniques and quantitative algorithms, with a focus on continuous improvement.
Create accompanying applications (such as for interactive visualization and simulations) to facilitate user understanding and interaction with the core frameworks.
Be conscientious of and promote best development practices to ensure quality and robustness of usage.
Contribute to comprehensive documentation to guide users in utilizing our applications effectively.
Frequently communicate with the core teams of MATS and trading desks to ensure solid business knowledge, understanding of trading desk activities, challenges, and pain points.

Additional and advantageous requirements:
Familiarity with the technical stack: AWS, Spark, Prefect, Flask, REST, GraphQL, SQL, MongoDB, Plotly, Dash
Familiarity with deep learning frameworks: TensorFlow, Pytorch