Daniel Costa

Data scientist shipping forecasting models that survive production

Data scientist with seven years building forecasting and optimization systems that run in production, not in notebooks. Currently owns demand forecasting for a grocery platform where model improvements cut perishable waste by 18% across 140 stores. Comfortable owning the full path: problem framing, modelling, deployment, and the monitoring that keeps it honest.

Senior Data Scientist, Forecasting

Mar 2022 - present

Own store-level demand forecasting powering replenishment for 140 stores and roughly 30,000 SKUs.

  • Replaced a legacy statistical pipeline with a gradient-boosted hierarchy model, improving SKU-level WAPE from 34% to 24%.
  • Forecast improvements reduced perishable waste 18% and out-of-stocks 11%, worth an estimated €6M a year.
  • Built drift monitoring and automated backtesting; silent model degradations detected in hours instead of weeks.
  • Run the quarterly forecasting review with supply-chain leadership, translating model behaviour into buying decisions.
ForecastingGradient boostingMLOpsRetail

Data Scientist

Sep 2019 - Feb 2022

Short-term load and renewables forecasting for an energy retailer balancing a 400MW portfolio.

  • Improved day-ahead load forecast MAPE from 4.1% to 2.9%, cutting balancing costs by roughly €1.2M a year.
  • Built a probabilistic solar-production model used by the trading desk for intraday position sizing.
  • Introduced feature-store patterns that cut new-model iteration time from weeks to days.
Time seriesProbabilistic forecastingEnergy markets

Data Analyst

Oct 2017 - Aug 2019

Customer and assortment analytics for retail clients.

  • Built a churn-scoring model for a telecom client that lifted retention-campaign conversion 2.3x versus random targeting.
  • Automated the weekly client reporting stack, freeing about one analyst-day per week.
PythonSQLChurn modelling

reconcile-ts

Jun 2023 - present

Python library implementing MinT and bottom-up reconciliation with a scikit-learn-compatible API.

  • 700+ GitHub stars; used in at least four production retail forecasting stacks per user reports.
  • Benchmark suite reproduces published reconciliation results on three public datasets.
Open sourcePythonForecasting

Lisbon ML Forecasting Workshop

Sep 2024 - present

Hands-on evening workshop on production forecasting, run twice a year at a local data community.

  • Taught 90+ practitioners across four cohorts, rated 4.8/5 on average.
  • All materials open-sourced, including a realistic synthetic grocery dataset.
TeachingCommunity

M.Sc. Applied Mathematics and Data Science

Sep 2015 - Jul 2017

Thesis on hierarchical reconciliation methods for retail demand forecasting.

Time seriesOptimizationStatistics

B.Sc. Mathematics

Sep 2012 - Jun 2015
ProbabilityNumerical methods

End-to-end ML stack, from feature engineering to production monitoring.

Python (pandas, scikit-learn)Gradient boosting (LightGBM, XGBoost)Time-series forecastingProbabilistic modellingSQL and dbtAirflowMLflow and experiment trackingModel monitoring and drift detectionSparkStakeholder communication

Works in English-first teams; native Portuguese.

Portuguese (native)English (C1)Spanish (B2)

Professional Cloud ML Engineer

Issued Jan 2024

Certification covering ML pipeline design, deployment, and monitoring on managed cloud infrastructure.

MLOpsCloud