Staff Data Scientist, Lending ML & Credit Decisioning

Mercury; Canada; Hybrid; CAD 157,000 - 282,000; Full time

Benefits offered by this job

Equity

Job summary

Mercury in Canada is seeking a Senior/Staff Data Scientist to turn data into lending decisions. You will build and own the inference layer for our small business lending program, ship models to production with observability, and collaborate with Credit and Product on underwriting policy.

Key work includes developing models for transaction classification, revenue estimation, forecasting with seasonality, anomaly detection, and data-stream engineering from bank transactions to storefront sales.

Qualifications

• 7+ years building ML models.
• Implemented models that shaped automated decisions with money on the line.
• Write production-grade Python.
• Depth beyond classification models; time series and forecasting, anomaly detection, NLP.
• Proficient with deep learning, transformers, and LLMs.
• Strong in SQL and at home in a data warehouse.
• Able to explain a model to various stakeholders.
• Able to set modeling standards for data-science colleagues.
• A quantitative degree, or equivalent.

Responsibilities

• Build and own the models behind our lending program - transaction classification, recurring inflow/outflow detection, annual revenue estimation, forecasting with seasonality, anomaly detection, and more
• Turn messy data streams - bank transactions, storefront sales, and more - into a defensible view of a business's health
• Deploy models into a production environment with observability, monitoring, and tests
• Partner with Credit on underwriting policy: what data is asked for, when follow-up information is worth the friction, and how to quantify uncertainty
• Partner with Product on the shape of the product: from principal sizes and pricing to repayment terms
• Assess where predictive modeling actually moves the underwriting program
• Set the technical bar for ML in Credit

Skills

ML models

Python

Time series

Forecasting

Anomaly detection

NLP models

Deep learning

Transformers

LLMs

SQL

Data warehouse

Model explainability

Model standards

Education

Quantitative degree

Job description

Mercury in Canada is seeking a Senior/Staff Data Scientist to turn data into lending decisions. You will build and own the inference layer for our small business lending program, ship models to production with observability, and collaborate with Credit and Product on underwriting policy.

Key work includes developing models for transaction classification, revenue estimation, forecasting with seasonality, anomaly detection, and data-stream engineering from bank transactions to storefront sales.