Senior Data Scientist – Pricing & Underwriting

This is a fully remote position, open to applicants in United States.

📋 Description

• In the role of Pricing Data Scientist, you will design the foundational logic for Alt Value, which is the core pricing model at Alt.

• Your responsibilities will include researching, creating, and validating the models and scientific principles that will price millions of alternative assets in real-time.

• This position requires strong collaboration; you will partner with Expert Pricers to transform human intuition into mathematical features and work closely with Data and ML Engineers to implement these models at scale.

• You will research, develop, and deploy advanced pricing models (e.g., Tree-based, Gradient-based, Deep Learning, ensemble methods) aimed at enhancing valuation accuracy for high-value assets.

• Your role will involve identifying new data signals—ranging from auction results to social sentiment—and validating their predictive capabilities through thorough backtesting and experimentation.

• Collaborating with the Product Engineering team, you will refine our Risk & Underwriting models to strike a balance between maximizing cash advances and ensuring a well-managed lending portfolio.

• You will work with the Expert Pricing team and domain specialists to integrate market nuances into automated features and inferences, ensuring our models account for qualitative factors important to collectors.

• Define, track, and enhance model performance metrics, clearly communicating the rationale behind price coverage, fluctuations, and timeliness as we strive to become the premier liquidity platform.

⛳️ Requirements

• A minimum of 5 years of experience in Data Science, emphasizing feature engineering and algorithm/model development in the realms of pricing, financial modeling, or marketplace dynamics.

• Proficient in SQL and Python, with extensive experience using Python libraries such as Pandas, Scikit-Learn, XGBoost/LightGBM, and PyTorch/TensorFlow.

• Strong statistical foundation and comprehensive understanding of experimental design, backtesting techniques, and working with "noisy" or sparse data environments.

• Experience collaborating in a sprint-based environment alongside Data and ML Engineers; you possess enough knowledge about model hand-offs and quality coding to ensure your models are effective and ready for production.

• Skilled in developing within cloud environments (AWS, GCP) and familiar with ML Ops infrastructure (e.g., MLFlow, workflow and container orchestration, deployment, and telemetry patterns).

• An advanced degree (Master’s or PhD) in a quantitative discipline such as Statistics, Economics, Mathematics, or Computer Science is preferred.

🏝️ Benefits

• A key role in shaping the future of Alt and the alternative asset industry.

• Autonomy and ownership over significant projects.

• $100/month work-from-home stipend.

• $200/month wellness stipend.

• WeWork office stipend.

• 401(k) retirement benefits.

• Flexible vacation policy.

• Generous paid parental leave.

• Competitive healthcare benefits, including HSA, for you and your dependents.