A Markov Chains developer designs and implements algorithms based on the Markov Chains theory in statistics, a mathematical system that undergoes transitions from one state to another among a finite or countable number of possible states. Their work involves predicting future states based on present data, with the assumption that future states depend solely on the current state, not on the sequence of events that preceded it. They're often involved in machine learning, data analysis, modeling complex systems, and creating simulations. Their work is vital in numerous fields, including computer science, economics, and physics.