- Set the technical direction, strategy, and roadmap for pricing machine learning in the pricing engine.
- Design and implement models that dynamically set prices while balancing signing probability, portfolio balance, and margin.
- Develop probabilistic models for risk management and short-term balancing decisions.
- Own the modelling and data layer and work with software engineers and MLOps to bring models into production.
- Contribute to system design decisions affecting model performance and reliability.
- Explain model behaviour, assumptions, and trade-offs to technical stakeholders.
PyTorch