Lead Data Scientist with Prophet, Python

We're looking for a Lead Data Scientist to create data-driven "should-cost" models that predict fair pricing for goods and services, using time-series and econometric approaches to power procurement analytics.

Unlock the potential of remote work in Kazakhstan, giving you the flexibility to work from home or access our offices in Astana, Almaty or Karaganda. 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
• Differentiate 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

Requirements

• 5+ years in data science, specializing in econometric and time-series modeling
• Skilled in Python, Prophet, and Chronos
• Background in procurement analytics, including spend data and commodity price indexing
• Knowledge of economic indicators, spend analysis, commodity pricing, and supplier diversity metrics
• Strong command of time-series cross-validation and explainable AI
• Demonstrated skill in preventing data leakage and overfitting in time-series models
• Clear grasp of the distinction between correlation and cointegration, and their respective use cases
• B2-level English proficiency or above

We offer

• We connect like-minded people:

• Delivering innovative solutions to industry leaders, making a global impact

• Enjoyable working environment, whether it is the vibrant office or the comfort of your own home

• Opportunity to work abroad for up to two months per year

• Relocation opportunities within our offices in 55+ countries

• Corporate and social events

• We invest in your growth:

• Leadership development, career advising, soft skills and well-being programs

• Certifications, including GCP, Azure and AWS

• Unlimited access to EPAM's internal learning database

• Free English classes with certified teachers

• Discounts in local language schools, including online courses for the Kazakh language

• We cover it all:

• Participation in the Employee Stock Purchase Plan

• Monetary bonuses for engaging in the referral program

• Medical & family care package

• Six trust days per year (sick leave without a medical certificate)

• Coverage of psychology sessions of your choice

• Benefits package (sports activities, a variety of stores and services)

• Housing support program: preferential mortgage access via Otbasy Bank partnership

EPAM is global leader in AI transformation engineering and integrated consulting, serving Forbes Global 2000 companies and ambitious startups. With over thirty years of expertise in custom software, product and platform engineering, we empower our clients to become AI-Native enterprises, driving measurable value from innovation and digital investments.