Senior Data Scientist, Credit & Lending ML (Production)

Mercury; Oregon; Hybrid; USD 167,000 - 299,000; Full time

Job summary

Mercury is building the future of financial infrastructure for startups. We seek a Senior/Staff Data Scientist to turn data into lending decisions, partnering with Credit, Product, and Engineering. You will deploy models with observability and establish ML standards in underwriting.

You will work with transaction data, revenue estimation, and forecasting, turning streams like bank transactions into actionable health metrics for small businesses.

Qualifications

• 3+ years building ML models, and at least 1 year in lending or credit algorithms.
• Able to explain a model to a credit officer, a model validator, a PM, and an engineer.
• Strong Python and SQL skills; experience with data warehouses.
• Experience with deep-learning/transformer models in a professional context.

Responsibilities

• Build and own the models behind our lending program - transaction classification, revenue estimation, and forecasting with seasonality.
• Turn messy data streams - bank transactions, storefront sales, and more - into a defensible view of a business's health.
• Deploy models into production with observability, monitoring, and tests.
• Partner with Credit on underwriting policy: data needs, follow-up information value, and uncertainty quantification.
• Partner with Product on product shape: pricing to repayment terms.
• Assess where predictive modeling moves the underwriting program and set ML technical standards.

Skills

Python

SQL

Data warehouse

ML models

Credit algorithms

Education

Quantitative degree

Job description

Mercury is building the future of financial infrastructure for startups. We seek a Senior/Staff Data Scientist to turn data into lending decisions, partnering with Credit, Product, and Engineering. You will deploy models with observability and establish ML standards in underwriting.

You will work with transaction data, revenue estimation, and forecasting, turning streams like bank transactions into actionable health metrics for small businesses.