ML Researcher / Research Scientist — Probabilistic Modeling & Decision Making

Senior/Staff ML Researcher for complex research at the intersection of probabilistic ML, sequential decision making, and agent behavior modeling. Remote, contract from 3 months, salary from $7000. Company: BrainShells.

We are looking for a strong ML Researcher at Senior/Staff level for a complex research task at the intersection of probabilistic ML, sequential decision making, and modeling agent behavior. This is not a classic Data Scientist vacancy with tabular data tasks. We need a person who independently developed or significantly improved ML/mathematical methods, knows how to work with uncertainty, and can experimentally prove why a new approach is better than a strong baseline. Task: There is a stochastic multi-agent environment with partial observability and tens of millions of historical episodes. It is necessary to model the behavior of participants and use these forecasts for decision-making under uncertainty and limited inference budget. Experience in one or more areas is especially interesting: — RL / sequential decision making / POMDP / world models; — probabilistic & Bayesian ML, latent-variable models, uncertainty estimation; — behavior / opponent modeling, multi-agent systems; — off-policy evaluation, importance sampling, doubly robust estimation, variance reduction; — Monte Carlo / Markov models / stochastic optimization; — algorithmic trading / HFT / pricing / decision systems with real latency constraints.

Researchers with a strong mathematical background, experience in own R&D developments, and publications or strong applied research experience. PhD will be a plus but is not mandatory. More important is the ability to analyze a project in the format: problem → baseline → your idea → alternatives → experiment → measurable result. Stack for prototyping: Python / PyTorch.

Remote, contract from 3 months. Priority is full-time, but part-time is possible for a strong candidate. Data and computational infrastructure are provided. The task involves many experiments and a high degree of research freedom. Salary from $7000.