Senior Data Scientist: Lending ML & Credit Strategy | Equity

The Briefed; United States; On-site; USD 140,000 - 200,000; Full time

Job summary

Mercury is seeking a Senior/Staff Data Scientist to turn business financial data into lending decisions, partnering with Credit, Product, and Engineering. You will build and own the inference layer behind the small business lending program and ship it to production with monitoring and documentation that make it trustworthy.

You’ll help determine what the company should lend in the first place and set the technical bar for ML in Credit.

Qualifications

• 3+ years building ML models, including 1+ year in lending/credit algorithms
• Exposure to deep-learning or transformer models in a professional setting
• Strong Python skills with production-grade services
• Strong SQL skills and comfort with data warehouses
• Ability to explain a model to credit officers, validators, PMs and engineers
• Ability to set modeling standards for fellow data scientists
• A quantitative degree, or equivalent experience

Responsibilities

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

Skills

ML model development

Credit and lending algorithms

Python (production-grade)

SQL and data warehouses

Forecasting & anomaly detection

Model deployment & monitoring

Deep-learning/transformers exposure

Explain models to diverse audiences

Cross-functional collaboration

Setting modeling standards

Education

Quantitative degree or equivalent

Job description

Mercury is seeking a Senior/Staff Data Scientist to turn business financial data into lending decisions, partnering with Credit, Product, and Engineering. You will build and own the inference layer behind the small business lending program and ship it to production with monitoring and documentation that make it trustworthy.

You’ll help determine what the company should lend in the first place and set the technical bar for ML in Credit.