Senior Ads Auction & Marketplace Engineering Lead

Requirements

3+ years of experience leading teams that apply auction theory, quantitative optimization, advanced statistical methods to large, sophisticated datasets
, 5+ years experience of leading engineering teams from design to implementation, ensuring scalability and reliability
, Deep mathematical understanding of auction theory, game theory, economics, quantitative optimization and statistics
, Hands-on experience with Python and Java in a production environment
, BS or higher in CS, Economics, Mathematics, or a related quantitative field
, (Desirable) Experience in the Advertising domain
, (Desirable) 5+ years of experience applying auction theory, game theory, economics, quantitative optimization, advanced statistical methods to large, sophisticated datasets
, (Desirable) MS or PhD in CS, Economics, Math or a related quantitative field
What the job involves

The Advertising Performance group focuses on performance for all participants in the Advertising ecosystem - Advertisers, Publishers and Roku
, The systems and solutions span across different disciplines and technologies to perform realtime multi-objective optimization with distributed systems at large scale and low latencies
, We use Machine Learning, Reinforcement Learning, AI, Control and Optimization Systems and Auction Dynamics to solve a large set of complex problems
, At the core of this is our Machine Learning, Experimentation and Inference Platform that powers the entire landscape which we continuously evolve over time
, In this role you will build teams focused on the Ads Auction and Marketplace to optimize yield, gross profit, perform realtime multi-objective optimization across various short and long term objectives, build control and simulation systems, design and run experiments and extend the experimentation framework
, You will partner closely with other Engineering, Inventory and Product teams to define the vision and strategy for your group and to build and deliver the roadmap
, Building teams and mentoring engineers across geographic locations and time zones
, Defining the strategy and building the long-term roadmap by partnering with Product, Science and Engineering teams
, Leading the design, implementation, and evolution of real-time ads auction and marketplace systems
, Building and enhancing core auction capabilities including ad pod construction, bid valuation, ranking, pricing, pacing and budget enforcement
, Designing auction logic that balances viewer experience (ad load, relevance, repetition) with advertiser performance, publisher yield, platform revenue and gross profit
, Driving yield and gross profit optimization through auction design, floor strategies, and pricing experiments
, Leading experimentation using A/B testing, auction simulations, offline replay frameworks, and make data-driven decisions based on performance metrics and statistical rigor
, Stay at the forefront of advancements in related areas

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