Staff Data Scientist (Credit and Lending ML)

Location: San Francisco, CA; New York, NY; Portland, OR; or remote within Canada or the United States. Office or remote options are available.

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

Company

Mercury is a fintech company building financial infrastructure, credit, and lending products for startups and growing businesses; banking services are provided through Choice Financial Group and Column N.A.

What you will do

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

Requirements

• 7+ years of experience building ML models.
• Experience implementing models that shaped automated decisions involving significant financial stakes.
• Production-grade Python, strong SQL, and comfort working in a data warehouse.
• Depth beyond classification, including time series and forecasting, anomaly detection, and NLP models.
• Proficiency with deep learning, transformers, and LLMs.
• 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 expertise developed through another path.

Nice to have

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

Culture & Benefits

• Total rewards include base salary, equity through stock options or RSUs, and benefits.
• Compensation is adjusted based on experience, expertise, geographic location, and internal pay equity.
• Mercury values diversity and belonging and provides reasonable recruitment accommodations for applicants with disabilities or special needs.
• Mercury is an Equal Employment Opportunity employer.