Staff Data Scientist in Toronto

At Index Exchange, we’re reinventing how digital advertising works—at scale. We are a globally trusted independent supply-side platform, powering intelligent decisioning to maximize value for media owners and deliver stronger outcomes for buyers. Our proprietary tech is trusted by some of the world’s largest brands and media owners and plays a crucial role in keeping the internet open, accessible, and largely free. We process more than 550 billion real-time auctions every day with ultra-low latency. Our platform is vertically integrated from servers to networks and runs on our own metal and cloud infrastructure. This end-to-end infrastructure is designed to provide both stability and agility, enabling us to adapt quickly as the market evolves.

At the core of it all is our engineering-first culture. Our engineers tackle internet-scale problems across tight-knit, global teams. From moving petabytes of data and optimizing with AI to making real-time infrastructure decisions, Indexers have the agency and influence to shape the future of advertising. We move fast, build thoughtfully, and stay grounded in our core values.

About the role: We’re looking for a Staff Data Scientist who can bring their depth and breadth of experience in applied data science and optimization at industry scale to help guide our Index-wide technology strategy for machine learning and optimization, and to drive pragmatic execution and iterative improvement of the same. In this role, you will lead high-impact data science initiatives that drive innovation and measurable value. You will design and implement advanced machine learning models, lead large-scale projects, and collaborate with cross-functional teams to align solutions with business goals. As a senior technical expert, you will mentor team members, contribute to scaling data science capabilities, and influence the organization’s data strategy. This position combines technical excellence with strategic vision, empowering you to shape impactful, data-driven solutions.

What we’re looking for:

• A pragmatic data science technologist.
• Learn and understand the business vision and market opportunity for the company.
• Work backwards from business problems to generate scientific hypotheses to guide development focus and pragmatism.
• Use analytical, statistical and database skills to understand large, complex datasets with the aim to increase the programmatic efficiency.
• Design, develop, and drive implementation of complex data-centric solutions, including large data set segmentation, transformation, and feature generation.
• Clearly articulate research and development hypothesis, decisions and results.
• Take part in the process of designing, developing & improving algorithms for automated decision making around programmatic exchange optimization.
• Take active part in designing, and driving implementation production performance monitoring frameworks and KPIs.
• Work together with ML engineers and architects to develop production grade data centric solutions.
• An entrepreneurial spirit with room and expectations to bring innovative ideas to address the problems at hand.

Here’s what you need:

• 7+ years of experience in data science or machine learning environments that requires the combined application of statistical & technical skills.
• Experience in data science practices in operational environments and internet scale.
• Strong statistical and research skills with a track record of using a variety of statistical methods (especially classification/prediction and time series models).
• Proven ability to demonstrate and articulate complex results to wide technological audience.
• Demonstrated history of enabling advanced data modeling-based guidance for technology development.
• Experience in cross functional team cooperation to drive pragmatic technological solutions.
• Expert in pragmatic application of data science and optimization best practices at large scale.
• Excellent development skills (Python required, specifically pandas, numpy, SciKit; Knowledge in Scala a plus).
• Familiarity with digital marketing, advertising or analytics is a plus.
• Work experience in complex system engineering environments is a plus.
• Bachelors or Master's in mathematics, Computer Science, Engineering, or equivalent.

Why you’ll love working here:

• Comprehensive health, dental, and vision plans for you and your dependents.
• Paid time off, health days, and personal obligation days plus flexible work schedules.
• Competitive retirement matching plans.
• Equity packages.
• Generous parental leave available to birthing, non-birthing, and adoptive parents.
• Annual well-being allowance plus fitness discounts and group wellness activities.
• Employee assistance program.
• Mental health first aid program that provides an in-the-moment point of contact and reassurance.
• One day of volunteer time off per year and a donation-matching program.
• Monthly town halls and regular community-led team events.
• Multiple resources and programming to support continuous learning.
• A workplace that supports a diverse, equitable, and inclusive environment.

Equal employment opportunity: At Index Exchange, we believe that successful products are built by teams just as diverse as the audience who uses them. As such, we are committed to equal employment opportunities. We celebrate diversity of race, color, ancestry, religion, sex, national origin, sexual orientation, age, citizenship, marital status, disability, gender identity or expression, or veteran status.

Accessibility for applicants with disabilities: Index Exchange welcomes and encourages individuals with disabilities to apply to work with us. If you require an accommodation, please share the details of your request and any information how we can assist you with the hiring recruiter when they contact you. Index Exchange will make reasonable efforts to ensure accommodation requests are met throughout the recruitment process.

Index everywhere, Index anywhere: Our corporate headquarters are in Toronto, with major offices in New York, Montreal, Kitchener, London, San Francisco, and many other global cities. As a major global advertising exchange, we are committed to operating as a tightly knit global team and embracing and empowering talent wherever our colleagues may be.