Senior Staff Machine Learning Engineer - Pricing

tem is building an AI-native transaction infrastructure for energy markets. We are looking for a Senior Staff Machine Learning Engineer to lead pricing ML within our Rosso platform. This role involves building ML systems for price optimisation, solving imbalance problems, and bridging modelling and production. It is a hands-on, senior individual contributor position with significant technical leadership.

• Own the technical direction for pricing ML, defining strategy and roadmap.
• Build ML systems for price optimisation, balancing signing probability, portfolio balance, and margin.
• Develop probabilistic models to optimise risk management and short-term balancing decisions.
• Bridge modelling and production, working closely with software engineers and MLOps.
• Communicate pricing decisions and trade-offs to technical stakeholders.

• Deep experience building ML systems for pricing, revenue optimisation, or decision-making under uncertainty.
• Strong foundation in stochastic optimisation and probabilistic modelling.
• First-principles reasoning to choose appropriate techniques.
• Production-grade Python and high code quality standards.
• Senior technical leadership in ML with cross-functional influence.