Principal Machine Learning Engineer - Revenue Optimisation
Core
Own the technical direction and build production ML models for pricing, revenue optimization, and real-time decision-making within Rosso, the core AI-native transaction infrastructure for the energy market.
Role type
Senior Staff Machine Learning Engineer (Pricing & Optimization)
Builds
Rosso pricing engine and transaction infrastructure
Domain
Energy markets, power trading, AI-driven infrastructure
Deliverable
production ML models
Required skills
stochastic programming, reinforcement learning, classical ML, probabilistic modelling, Python, production-grade code, mathematical formulation of business problems, technical leadership
Preferred skills
real-time pricing at scale, energy markets, portfolio risk management, PhD in quantitative discipline, causal inference, optimisation solvers (Gurobi), gradient-based methods (PyTorch)
Responsibilities
Define technical direction and roadmap for pricing ML, formulate and solve pricing problems mathematically, build and ship end-to-end models, solve imbalance problems for risk management, act as the voice of pricing ML across the business
Seniority
Senior Staff, hands-on IC with technical authority
