Looking for a job

Gaurav Kapoor

@gauravkapoor2

I build machine learning forecasting and pricing systems that automate decisions and deliver measurable commercial impact.

Australia

Message

What I'm looking for

I'm looking to lead or build scalable machine learning, forecasting, pricing, and AI automation products that solve commercially meaningful problems with cross-functional teams.

At Jetstar Airways, I lead data scientists building machine learning models for fare pricing recommendations, network-wide optimization, and seasonal passenger demand forecasting. I migrated fare pricing from manual processes to data-driven automation using machine learning and Bayesian frameworks, delivering over $25M AUD in revenue benefit.

I've also delivered production forecasting systems at StrumAI, including a custom LightGBM framework that outperformed AutoML systems on real-world retail datasets. At Globe Telecom, I built models for sentiment analysis, churn probability, competitor SIM identification, and broadband propensity.

My quantitative research background includes electricity price forecasting, derivatives pricing, and market-making models at Genesis Energy. I hold a Ph.D. in Statistics and have published peer-reviewed research on electricity market forecasting and regime-switching models.

Experience

Work history, roles, and key accomplishments

Current

ML Researcher and Engineer

Current

StrumAI

Dec 2025 - Present (9 months)

Engineered a multi-stage forecasting architecture for retail demand, improving accuracy during high-volatility cycles. Built a productionised AutoML framework using an ensemble of neural networks, tree-based models, and statistical models.

Python Git Agentic AI LightGBM AutoML Neural Networks Forecasting

Current

Lead Data Scientist

Current

Jetstar Airways

Jun 2023 - Present (3 years 3 months)

Leading a team of data scientists building machine learning models for fare pricing recommendations and optimization across the Jetstar network. Migrated the fare pricing system to data-driven automation, delivering a revenue benefit of over $25M AUD.

Python AWS Sagemaker Agentic AI PostgreSQL GitHub Machine Learning Demand Forecasting

Senior Data Scientist

Jetstar Airways

Jun 2023 - May 2026 (2 years 11 months)

Designed and optimized machine learning models for seasonal passenger demand forecasting and booking curve forecasts. Partnered with revenue managers to align forecasts with business needs, reducing manual overrides.

Python AWS Sagemaker Agentic AI PostgreSQL GitHub Machine Learning Demand Forecasting

Data Modeler and Consultant

Globe Telecom

Dec 2024 - Dec 2025 (1 year)

Built sentiment analysis models on large customer usage datasets and deployed a LightGBM model to identify competitor SIM users. Developed survival regression and XGBoost pipelines to identify churn and propensity for competitor broadband.

AWS Sagemaker Snowflake Gitlab Python LightGBM XGBoost Survival Analysis Sentiment Analysis

Quantitative Researcher

Genesis Energy

Sep 2018 - Nov 2022 (4 years 2 months)

Developed regime-switching model frameworks for electricity price forecasting used in derivatives pricing. Contributed to market-making strategies and optimized electricity trading models.

Matlab R SQL Bloomberg Terminal Regime Switching Models Quantitative Modeling Derivatives Pricing Models

Education

Degrees, certifications, and relevant coursework

Auckland University of Technology

Doctor of Philosophy, Statistics

2018 - 2023

Developed state-of-the-art electricity spot price forecasting models using machine learning and statistical techniques, with applications of Bayesian optimization and feature selection.

Auckland University of Technology

Master of Science, Financial Mathematics

2017 - 2018

Grade: First Class Distinction

Researched stochastic volatility models for leveraged exchange-traded funds and applied Fast Fourier Transform methods to solve PDEs for financial derivatives pricing.