Senior/Staff Data Scientist - Lending ML & Credit Risk

Mercury; San Francisco (CA); On-site; USD 167,000 - 299,000; Full time

Job summary

Mercury is hiring a Senior/Staff Data Scientist to build and own the inference layer behind our lending program, turning bank data and business signals into a defensible view of borrower health. You will ship production models with monitoring and documentation, collaborating with Credit, Product, and Engineering to shape underwriting policy and product terms.

You will work on transaction classification, forecasting, anomaly detection, and revenue estimation, while setting modeling standards and

Qualifications

• Have 7+ years building ML models.
• Implemented models that shaped automated decisions with money on the line.
• Write production-grade Python.
• Have depth beyond classification models; for example: time series and forecasting, anomaly detection, and NLP models.
• Be proficient with deep learning, transformers, and LLMs.
• Be strong in SQL and at home in a data warehouse.
• Be able to explain a model to a credit officer, a model validator, a PM, and an engineer.
• Have a quantitative degree, or the equivalent built some other way.

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 modeling

Python

SQL

Data warehouse

Explain models

Transformers/LLMs

Time series forecasting

NLP models

Production-grade services

Credit algorithms

Education

Quantitative degree

Tools

Python

SQL

Data warehouse

Job description

Mercury is hiring a Senior/Staff Data Scientist to build and own the inference layer behind our lending program, turning bank data and business signals into a defensible view of borrower health. You will ship production models with monitoring and documentation, collaborating with Credit, Product, and Engineering to shape underwriting policy and product terms.

You will work on transaction classification, forecasting, anomaly detection, and revenue estimation, while setting modeling standards and