Lead Data Scientist: Time-Series & Econometrics (Prophet)

EPAM Systems; United States; Remote; USD 140,000 - 190,000; Full time

Job summary

EPAM Systems is seeking an experienced data scientist focused on econometric and time-series modeling in the United States. You will build should-cost models, incorporate macroeconomic drivers, and relate commodity prices to spend data to provide actionable procurement insights.

You will ensure explainable outputs for stakeholders, employ rigorous cross-validation, and guard against data leakage and overfitting. A strong command of English is required.

Qualifications

• 5+ years in data science with econometric and time-series modeling.
• Skilled in Python, Prophet, and Chronos.
• Experience in procurement analytics including spend data, commodity pricing indexing.

Responsibilities

• Build "should-cost" models through time-series and econometric methods
• Integrate macroeconomic factors and economic indicators as cost drivers
• Model relationships linking commodity prices, spend data, and external economic variables
• Ensure model outputs are interpretable to stakeholders by highlighting the factors behind each cost estimate
• Use time-series cross-validation techniques to guarantee model reliability
• Guard against data leakage and overfitting within time-series models
• Differentiates between correlation and cointegration, identifying when each is applicable
• Choose appropriate features for econometric and time-series models
• Utilize spend data and commodity price indexing to enhance procurement analytics

Skills

Python

English proficiency

Tools

Prophet

Chronos

Job description

EPAM Systems is seeking an experienced data scientist focused on econometric and time-series modeling in the United States. You will build should-cost models, incorporate macroeconomic drivers, and relate commodity prices to spend data to provide actionable procurement insights.

You will ensure explainable outputs for stakeholders, employ rigorous cross-validation, and guard against data leakage and overfitting. A strong command of English is required.