Lead Data Scientist - Research

We are seeking a Senior Quantitative Researcher with over five years of applied quantitative experience and a strong background in statistics, econometrics, or computational finance. This role is focused specifically on advanced quantitative research rather than general data science. The successful candidate will tackle complex measurement challenges within a US-based client’s advertising business, involving everything from framing research questions to conducting rigorous studies and developing Python code to deliver actionable insights.

Key Responsibilities

- Translate broad business questions into precise, testable research inquiries.
- Design studies and experiments tailored to the available data and business context.
- Measure the impact of individual advertising assets on revenue through techniques such as attribution, incrementality testing, and marketing mix modeling (MMM/MTA).
- Develop models for click-through rates, ranking dynamics, and market pricing.
- Establish continuous evaluation frameworks for advertising strategies to ensure decisions are data-driven rather than instinctual.
- Collaborate with engineering teams to implement research methods as production-ready monitoring systems.
- Write production-quality Python and SQL code independently, maintaining reproducibility, version control, and code review standards.
- Communicate findings clearly to non-technical stakeholders and confidently defend conclusions under scrutiny.
- Serve as the domain expert for advertising measurement within the team, providing leadership and guidance.

Required Qualifications

- Master’s or PhD degree in statistics, econometrics, applied mathematics, physics, computational finance, or a closely related quantitative discipline.
- Minimum of five years of hands-on experience in applied quantitative research.
- Proficiency in Python (including pandas, statsmodels, scikit-learn) and SQL for data analysis and model development.
- Strong expertise in experimental design and causal inference, with a clear understanding of the limitations of various methods.
- Demonstrated evidence of independent research, such as published papers, open-source contributions, competition participation, or a professional portfolio.
- Excellent communication skills with the ability to explain complex statistical results to non-technical audiences effectively.

Preferred Qualifications and Benefits

- Experience in markets, trading, pricing, advertising technology, or actuarial science is advantageous.
- Familiarity with time series analysis and Bayesian methods.
- Background in consulting or client-facing roles, demonstrating the ability to deliver research in dynamic environments.

Perks and Benefits

- Gym membership, travel, and food allowances.
- Support for annual professional certification.
- Paid time off and holidays.
- Bi-annual performance reviews accompanied by bonus opportunities.

This position offers a unique opportunity to work on challenging quantitative problems at the intersection of advertising and revenue measurement, with a strong emphasis on rigorous research and practical implementation. If you have a passion for applied quantitative analysis and enjoy driving business impact through data, this role is an excellent fit.