Mercury Staff Data Scientist builds and owns machine learning models for small business lending programs. The role involves deploying models into production and partnering with Credit and Product teams to optimize lending decisions.
Responsibilities
Here Are Some Things You'll Do On The Job:
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
Have 3+ years building ML models, and at least 1 year in lending or credit algorithms
Be opinionated and thoughtful on where ML can best lift an underwriting program
Some exposure to using deep-learning / transformer models in a professional context
Be strong in Python, with experience working on production-grade services
Qualification
3+ years building ML modelsStrong Python skillsStrong SQL skillsExperience with revenue-based financing*Mercury is a fintech company
Required
3+ years building ML models
At least 1 year experience in lending or credit algorithms
Strong Python skills
Strong SQL skills
Quantitative degree or equivalent experience
Preferred
Direct experience modeling on bank transaction data
Experience in small business lending or business credit cards
Experience with revenue-based financing, merchant cash advances, or similar products
*Mercury is a fintech company, not an FDIC-insured bank. Banking services provided through Choice Financial Group and Column N.A., Members FDIC.
Mercury values diversity & belonging and is proud to be an Equal Employment Opportunity employer. All individuals seeking employment at Mercury are considered without regard to race, color, religion, national origin, age, sex, marital status, ancestry, physical or mental disability, veteran status, gender identity, sexual orientation, or any other legally protected characteristic. We are committed to providing reasonable accommodations throughout the recruitment process for applicants with disabilities or special needs. If you need assistance, or an accommodation, please let your recruiter know once you are contacted about a role.
