Principal Machine Learning Engineer - Pricing
Core
Lead the pricing machine learning engine within Rosso, the core transaction infrastructure that prices electricity for thousands of businesses and balances portfolios in real-time.
Role type
Principal Machine Learning Engineer (Pricing & Optimization)
Builds
Rosso, an AI-native transaction infrastructure for electricity markets
Domain
Energy markets, power trading, and portfolio management
Deliverable
production ML models
Required skills
stochastic optimisation, probabilistic modelling, first-principles reasoning, production-grade Python, technical leadership in ML, system design for production
Preferred skills
reinforcement learning, causal inference, energy markets domain knowledge, PhD in quantitative discipline, experience with optimisation solvers (Gurobi) and gradient-based ML (PyTorch), high data throughput systems
Technologies
Python, PyTorch, Gurobi
Responsibilities
Define technical direction and roadmap for pricing ML; design and implement models for dynamic price optimisation; develop probabilistic models for short-term balancing and risk management; bridge modelling and production by collaborating with software engineers and MLOps; articulate model behaviour and trade-offs to technical stakeholders
