Principal Data Scientist (Forecasting & Bayesian Modeling)
Comp: $250,000 base + 15% bonus + equity package
Location: Remote (US-based)
Type: Full-time
Role: Individual Contributor
A rapidly growing SaaS company is seeking a Principal Data Scientist to lead the design and deployment of advanced forecasting systems using Bayesian and hierarchical time series models.
This role is ideal for someone who has outgrown one-size-fits-all modeling and is ready to own a complex, business-critical forecasting initiative from end to end.
About the Role
You'll join a high-performing data science team tasked with solving a foundational problem: generating accurate, trustworthy forecasts across thousands of customer-specific environments.
This isn’t a research role detached from the business—your models will directly drive product and pricing decisions, and your work will be shipped into production.
We’re looking for someone with deep Bayesian intuition and strong time series chops, who can partner with engineering to build scalable solutions in real-world environments.
What You’ll Do
- Design and build Bayesian hierarchical forecasting models for demand prediction across diverse customer segments
- Incorporate prior knowledge, uncertainty estimates, and temporal patterns into robust time series models
- Serve as the forecasting expert internally, influencing roadmap and methodology
- Collaborate with ML engineers, product managers, and stakeholders to bring models into production
- Help shape future work in related areas such as anomaly detection, causal inference, and simulation modeling
What We’re Looking For
- 6–12+ years of hands-on data science experience with a strong track record in forecasting
- Deep applied experience with Bayesian modeling (e.g. PyMC3, Stan, custom probabilistic programs)
- Familiarity with time series modeling techniques: ARIMA, state space models, exponential smoothing, etc.
- Strong communication skills and comfort working cross-functionally with product and engineering
- Bonus: experience with cloud ML stacks (SageMaker, Vertex AI), probabilistic programming, or reinforcement learning
What You’ll Get
- Competitive salary and equity
- Fully remote work environment (within the US)
- High autonomy and a seat at the table on product direction
- A technical, mission-driven team that values modeling excellence and production impact