Research Scientist

Key Skills

Java Programming, Python Programming, SQL, Apache Hadoop, Scala Programming, MATLAB Programming, TensorFlow, R Programming, SPARK Programming

Job Description

It takes powerful technology to connect our brands and partners with an audience of nearly 900 million. Whether you’re looking to write mobile app code, engineer the servers behind our massive ad tech stacks, or develop algorithms to help us process trillions of data points a day, what you do here will have a huge impact on our business—and the world. Want in?

The DSP R&D team at Yahoo Inc, California, is in charge of data science and algorithm development for the demand-side advertising platform. Annually, billions of U.S. dollars of advertising budgets are managed by algorithms developed and implemented by this team. The ultimate goal is to bid in real-time on digital advertising opportunities, available from a large number of global exchanges, on behalf of advertisers and to solve a variety of constrained optimization problems. Each problem is challenging, where some parts of the solution predict unlikely events from massive data sets, and other parts adaptively control and optimize the advertising campaign behavior while dealing with complex noise, nonlinearities, and uncertain dynamics. The team studies and makes use of advanced techniques from the literature but mostly develops ground-breaking new methodologies in-house.

The team is composed of scientists with backgrounds from diverse fields such as electrical and mechanical engineering, control engineering, statistics, operations research, computer science, and applied mathematics. They have at least one thing in common: they are passionate and love problem-solving. We are looking for a strong research scientist to join the R&D team to work primarily on complex feedback control and optimization problems for online advertising. However, the opportunities are endless for the right candidate. The work requires a strong theoretical and practical background in feedback control and dynamical systems but does not require a background in online advertising. A solid background in one or more of statistics/stochastic systems, optimization, machine learning, and artificial intelligence is also desired. Most importantly, the candidate must have an appetite and ability to expand her/his expertise and to gradually over time become an expert in several of the above areas.

The work involves offline and online modeling, algorithm development, implementation, online testing with real campaigns, and ultimately monitoring the performance in production. It is a great opportunity for an ambitious and passionate Ph.D. scientist to apply and advance her/his expertise on theoretically and practically challenging, impactful real-world problems.

Responsibilities:

• Translate business requirements into well-defined mathematical optimization and control problems
• Develop linear & nonlinear stochastic models based on white and black box paradigms to describe relevant processes mathematically
• Design and implement state-of-the-art SISO/MIMO adaptive estimation & control algorithms
• Evaluate algorithms in theory and experiments
• Collaborate with multiple teams spanning R&D, engineering, product, and business strategies
• Design experiments to test and validate algorithms
• Present findings in reports, seminars, patent applications, and published papers

Qualifications:

• Ph.D. in electrical or mechanical engineering, control systems, computer science, statistics, operations research, or a similar field with preferably 2 years of experience from industry or equivalent
• Expert level background in feedback control and dynamical systems
• Strong background in one or more of statistics/stochastic systems, optimization, machine learning, artificial intelligence
• Hands-on programming skills in Python or Java is a plus, and experience with script languages such as MATLAB, R, and SQL is nice to have
• Nice to have is also some experience working with massive data sets, e.g., using Hadoop, Spark, Scala, Tensorflow, etc
• A very hands-on attitude, willing to do what it takes to get things done, beyond the comfort zone
• Ability to see the big picture while working on the details
• Outstanding team spirit with excellent communication and writing skills
• Top-notch integrity and highly detail-oriented