Senior Data Scientist, Price Forecasting

Senior Data Scientist, Price Forecasting

Electricity Maps

Copenhagen, Denmark

What You'll Do

• Build and improve short-term (72h) price forecasting models for the day-ahead market
• Evaluate and prioritise new signals - is this worth adding, how do we forecast it, how do we integrate it, what features do we derive from it?
• Debug and improve existing models when you spot gaps or degradation in production
• Collaborate across the Data team to shape what we investigate next
• Surface modelling insights that connect back to real product and customer decisions
• Own model performance end-to-end - from experimentation through to what's running live

What You Won't Do

• Work from a fully scoped spec - we figure out what to build as much as how
• Focus purely on research without caring about whether it ships and works in production
• Operate in a siloed team disconnected from the product or the customer

What We're Looking For

Must-haves

• Hands-on experience building price forecasting models for the day-ahead market
• Strong intuition for feature engineering and signal selection in time-series and market contexts
• Comfortable making calls on what to try, what to drop, and what to dig into - and owning those decisions
• Comfortable owning model performance in production, not just in development
• Understanding of how power market participants (traders, BESS optimisers, grid operators) actually use price forecast data
• Able to communicate model behaviour and limitations clearly to non-technical stakeholders

Nice-to-haves

• Experience with probabilistic forecasting (prediction intervals, quantile regression)
• Familiarity with European power market mechanisms (EUPHEMIA, EPEX, Nord Pool)
• MLOps experience - model monitoring, retraining pipelines, drift detection
• Familiarity with ENTSO-E data and weather forecast data as forecasting inputs