Senior Data Scientist- Pricing & Underwriting Full Time

What you’ll do here

• Research, develop, and ship sophisticated pricing models (e.g. Tree-based, Gradient-based, Deep Learning, ensemble methods) to improve valuation accuracy for high-value assets.
• Identify new data signals — emanating from data such as auction results to social sentiment — and validate their predictive power through rigorous backtesting and experimentation.
• Partner with the Product Engineering team to refine our Risk & Underwriting models, balancing the goal of maximizing cash advances with the need to maintain a balanced lending portfolio.
• Collaborate with the Expert Pricing team and domain experts to encode market nuances into automated features and inferences, ensuring our models respect the qualitative factors collectors care about.
• Define, monitor, and lift model performance metrics and communicate the “why” behind price coverage, movements, and freshness toward becoming the ultimate liquidity platform.

This is a perfect fit if you…

• Are deeply curious about how value is assigned to unique, non-traditional, and conventionally “illiquid” asset classes.
• Are a hands-on individual contributor who thrives in a zero-to-one startup environment.
• Are a product-minded builder who wants to see their work deployed in a user-facing production application.

What you bring to the table

• 5+ years of experience in Data Science, with a focus on feature engineering and algorithm/model-building in the pricing, financial modeling, or marketplace dynamics domains.
• Expert-level proficiency in SQL, Python, and populate Python libraries (Pandas, Scikit-Learn, XGBoost/LightGBM, PyTorch/Tensforflow).
• Statistical rigor and deep understanding of experimental design, backtesting methodologies, and dealing with “noisy” or sparse data environments.
• Collaborative experience working in a sprint-based environment alongside Data and ML Engineers; you understand enough about model hand-offs and quality code to ensure your models are efficient and readily “production-capable”.
• Proficient in developing in cloud environments (AWS, GCP) and familiarity with ML Ops infrastructure (e.g. MLFlow, workflow and container orchestration, deployment and telemetry patterns).
• Advanced degree (Master’s or PhD) in a quantitative field such as Statistics, Economics, Mathematics, or Computer Science is preferred.

What You’ll Get From Us

• A seat at the table to help shape the future of Alt and the alternative asset space
• Autonomy and ownership on projects that matter
• $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 dependent(s)