Writing about my job: Data Scientist

Data Scientist: Person who is worse at statistics than any statistician & worse at software engineering than any software engineer.

~ Will Cukierski

What: Data scientist in a multinational, in London. First hire in a new team.

When: 2016-2019.


When I arrived I had almost no ML experience; one Master’s project. I did have 2 years of ordinary software dev experience, and given a new team with no infrastructure and vast amounts of engineering needed before the first model, this was enough.

The market was incredibly hot then, as it is now—about 30% annual turnover. This greatly lowers the bar. DM me if you want an introduction to some desperate managers.

(It is perhaps the best it will ever be to work in data: after the data deluge, before auto ML really gets there.)

Even so, my overall record is 3 offers out of 8 applications, 6 of which I applied for after I had real experience.

Day in the life

  • 1 hour meetings. Really not many meetings. Morning “standup” (10mins strictly). Usually one or two 1 hour things, including running our constant hiring rounds.

  • 3 hours data munging. The received wisdom is that half of the job involves just getting the data into a fit state to model. (Kaggle is not a data science platform, it simulates the easy and fun fifth of the job, after all the data janitorship and before the exhausting deployment and internal sales.)

  • 3 hours modelling. Usually one big modelling task. Insurance pricing, an ANN floorplan reader, a metre-precise 3D model of Britain’s rivers, medical risk scoring models, countermeasures against machine-learning model extraction, meta-heuristic solvers...

  • 1 hour tech support. I was in the actuarial wing, their existing modelling function. Because my peers were not engineers or data people, I would usually spend an hour or two helping them with dev stuff—getting their ssh to work, writing scrapers, tutoring Python, improving SQL queries, code review, etc.

  • Probably most “big data” /​ data science projects fail. Our rate was better, only about one third fails. Inflated expectations and terrible data.

Skills developed

  • ML.

  • Interpretability. My industry is heavily regulated, so we were rarely able to just chuck a neural network at the problem. Shapley values are cool.

  • Cluster computing. We started with Hadoop, which is pretty outdated by now. We moved, painfully, to Spark on Databricks and Azure. This is great tech but extremely fiddly if you haven’t encountered distributed or lazy systems before.

  • Dozens of kinds of data. Scrapers for house prices, council tax, fire accidents, house blueprints, the nasty Acxiom or Palantir lookups.

  • Vastly better sense of how the UK works. I know lots of weird things like the data reporting format and tempo of the UK’s many fire stations, or the postcode coding system, or why adding safety features to a car increases its insurance premiums, or how to extract CAD coordinate data without paying for AutoCAD (...). Insurance professionals are doing social science, and moreover doing it with a relatively clear loss function and controlled experiments.

  • Hiring. I ran my first hiring round 2 months after joining. Turns out it is really stressful on the other side; CVs and interviews are really very little information. About 1 in 4 did ok on the simple classification task we set. No performance difference between undergrads and PhDs.

Bottom line

Extremely flexible hours, challenging nonroutine tasks, unlimited remote work, very good pay per hour (and 15% annual wage growth), massive amounts of autonomy (relative to manual work), friendly smart colleagues. I think I stayed late 3 times in 3 years—on one occasion this earned me a dinner with the big boss(?!). In-house yoga classes. Beautiful buildings. They paid for my second degree and gave 10% time off to study.

  • Entry salary, £41k.

  • Exit salary (2.5 years): £62k

  • + about £7k perks p.a. (3% annual bonus, training, tuition fees, travel, conference passes, bike scheme)

All that objective stuff said: there was something missing for someone odd like me.

See also