Senior Data Scientist - Credit and Lending ML

Location: San Francisco, New York, Portland, or remote within Canada or the United States; other office or remote locations may be available.

Salary: $166,600–$298,800 USD for US employees; $157,400–$282,400 CAD for Canadian employees.

Company

Mercury is a fintech company building financial infrastructure and lending products for startups and growing businesses.

What you will do

• Build and own models for transaction classification, recurring inflow and outflow detection, annual revenue estimation, seasonal forecasting, anomaly detection, and related lending use cases.
• Convert bank transactions, storefront sales, and other messy data streams into a defensible assessment of business health.
• Deploy models into production with observability, monitoring, testing, and documentation.
• Partner with Credit on underwriting policy, requested data, follow-up information, and uncertainty quantification.
• Partner with Product on principal sizes, pricing, repayment terms, and the overall lending product.
• Assess where predictive modeling improves underwriting and set the technical bar for ML in Credit.

Requirements

• 3+ years of experience building ML models, including at least 1 year working with lending or credit algorithms.
• Strong Python skills and experience building production-grade services.
• Strong SQL skills and comfort working in a data warehouse.
• Professional exposure to deep-learning or transformer models.
• Ability to explain models to credit officers, model validators, product managers, and engineers.
• Ability to establish modeling standards for data-science colleagues.
• A quantitative degree or equivalent quantitative background.
• Thoughtful judgment about where ML can improve an underwriting program.

Nice to have

• Direct experience modeling bank transaction data.
• Experience with small business lending or business credit cards.
• Experience with revenue-based financing, merchant cash advances, or similar products.

Culture & Benefits

• Remote work is available within Canada or the United States, alongside office-based options.
• Total rewards include base salary, equity through stock options or RSUs, and benefits.
• Compensation considers experience, expertise, geographic location, and internal pay equity.
• Mercury is committed to diversity, belonging, equal employment opportunity, and reasonable accommodations during recruitment.