Senior Data Scientist, Lending ML & Credit Underwriting

Mercury; United States; Remote; USD 167,000 - 299,000; Full time

Job summary

Mercury is seeking a Senior/Staff Data Scientist to build the ML backbone of our small business lending program. You will turn raw data streams into trustworthy views of business health, deploy models with observability, and partner with Credit and Product to shape underwriting and terms.

You’ll own the inference layer, set modeling standards, and ensure production-grade reliability and documentation while advancing ML capabilities in fintech finance.

Qualifications

• 3+ years building ML models, and at least 1 year in lending or credit algorithms
• Strong in Python, with production-grade services
• Proficient in SQL and data warehousing
• Ability to explain models to diverse stakeholders
• Set modeling standards for data-science colleagues

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: data requests, follow-up information value, and uncertainty quantification
• Partner with Product on product shape: 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 modeling

Python

SQL

Data warehouse

Communication

Education

Quantitative degree

Tools

Python

SQL

Data Warehousing

Job description

Mercury is seeking a Senior/Staff Data Scientist to build the ML backbone of our small business lending program. You will turn raw data streams into trustworthy views of business health, deploy models with observability, and partner with Credit and Product to shape underwriting and terms.

You’ll own the inference layer, set modeling standards, and ensure production-grade reliability and documentation while advancing ML capabilities in fintech finance.