The biggest weakness, in my opinion, is your use of "to be" instead of a stronger verb. We can fix that easily while also eliminating some unnecessary verbiage:
For some years now, the challenge of modelling high-dimensional data has excited me.
Another issue is that your sentence begins with the least important information. Let's fix that:
The challenge of modelling high-dimensional data has excited me for some years now.
Finally, "some" is pretty vague. You could change it to "several" or "many", which are still vague but probably a small improvement. It would be even better to be more specific, for example (borrowing from aparente's comment):
The challenge of modelling high-dimensional data has excited me ever since I completed my post-doc.