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Senior Machine Learning Engineer, Optimisation (Gurobi)

Do you want to join a Machine Learning team committed to enhancing the PlayStation

experience for hundreds of millions of users and also game studios? Are you passionate about solving complex constrained optimisation problems at scale? We are building advanced decision systems that drive pricing, promotion planning, and large-scale commercial strategy across the PlayStation ecosystem. These systems directly deliver highly impactful recommendations to our studios and have strong leadership sponsorship.

We are looking for an experienced engineer with deep expertise in mathematical optimisation and operational research, particularly using tools such as Gurobi or OR-Tools, to design and deploy production-grade optimisation systems. You will work within the ML teams in the DTIS organisation, on high-impact, executive-sponsored projects and collaborate closely with Product, Business, and others in Engineering, to transform complex business constraints into scalable solutions.

What You’ll Do

Design and implement large-scale optimisation models using industry-standard
solvers, such as Gurobi.

Build decision systems that:

Incorporate predictive signals from machine learning models (e.g., forecasts and scoring models).
Operate under multiple operational and business constraints.
Automatically balance trade-offs across competing objectives.
Improve existing workflows to maximise the core usage of the Gurobi solver and reduce
job runtime
Partner closely with ML engineers, product teams, and business stakeholders to integrate predictive models into downstream systems.
Conduct scenario analysis and uplift forecast to support strategic planning.
Mentor and guide junior machine learning engineers, providing technical leadership and
raising the bar of technical quality.
Thought-lead and influence technology strategy and product roadmap through OR/ML lens, contributing to the development and execution of overall OR/ML strategy.

You Bring:

Advanced degree (Master’s or Ph.D.) in Operations Research/Applied Mathematics/Data Science, specialising in optimisation problems.
Strong hands-on experience with Gurobi, OR-Tools.
5+ years of industry experience building, deploying, and owning Gurobi or ORTools-driven optimisation systems in production.
Strong programming skills in Python, Java, with experience integrating optimisation solvers into cloud-based backend systems
Excellent communication skills and ability to bridge technical solutions with business objectives, to convey complex concepts to stakeholders with little knowledge of OR or ML.
Experience working with outputs from machine learning models and incorporating them into downstream decision-making pipelines.
Excellent resilience and problem-solving skills, with the ability to navigate through fast-changing conditions to land results.

Preferred Qualifications:

Experience in promotion calendar optimisation using Gurobi.
Experience with large-scale structured data manipulation and processing, using
Databricks, PySpark, Snowflake.
Experience in running online A/B testing for predictive models and improving relevant
Experience working with custom ML platforms for continuous integration, deployment,and monitoring of machine learning models.
Experience in the gaming industry.
Experience working with cross-timezone teams.

Please note, Sony Interactive Entertainment conducts background checks at the offer stage for all new employees (which may include criminal background checks for some roles) and will need to process personal information to support these checks.

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Equal Opportunity Statement:

Sony is an Equal Opportunity Employer. All persons will receive consideration for employment without regard to gender (including gender identity, gender expression and gender reassignment), race (including colour, nationality, ethnic or national origin), religion or belief, marital or civil partnership status, disability, age, sexual orientation, pregnancy, maternity or parental status, trade union membership or membership in any other legally protected category.

We strive to create an inclusive environment, empower employees and embrace diversity. We encourage everyone to respond.

PlayStation is a Fair Chance employer and qualified applicants with arrest and conviction records will be considered for employment.

Senior Machine Learning Engineer , Optimisation (Gurobi)

Job Description