Senior Data Scientist

Who you are

• 5+ years of experience working with and analyzing large datasets to solve problems and drive impact, with 3+ years of ML experience
• Proficiency in SQL and experience using it to understand and manage imperfect data
• Proficiency in Python and experience with statistical modeling and machine learning
• Experience deploying and monitoring machine learning models in production
• Comfort working in a fast-paced environment with evolving priorities
• 1+ years of relevant risk experience
• Familiarity with LLMs or other GenAI and how they can be applied to risk or fraud detection
• Experience with modern data tools for pipelines and ETL (e.g., dbt)
• Experience with model governance as required in finance or other regulated industries
• Experience building zero-to-one solutions in ambiguous or greenfield problem spaces

What the job involves

• We are hiring a Machine Learning-focused Data Scientist to support our Risk team
• This team is responsible not only for detecting, monitoring, and mitigating both first- and third-party fraud, but also for ensuring we know and understand our customers while monitoring their behavior for financial crime risk
• You’ll play a key role in strengthening our fraud defenses while ensuring that Mercury continues to deliver a smooth and trustworthy banking experience
• This is an opportunity to join Mercury at a pivotal moment in our growth
• You’ll be working on some of the most critical challenges facing the business
• You’ll collaborate across product, engineering, and risk to protect our customers and the financial system at large
• Build, validate, and deploy machine learning models to identify and prevent fraud in real time
• Support the reproducibility and robustness of said models through documentation, testing, and monitoring
• Ensure data quality and reliability across pipelines and tools
• Collaborate with Risk Strategy to ideate on model inputs and applications and with Engineering optimize deployment and observability

Benefits

• Health, dental, & vision
• 12+ weeks of paid parental leave
• $600 USD custom WFH equipment setup
• Unlimited vacation policy (with a mandatory minimum)
• Annual $1K learning & development budget
• Paid 6-week sabbatical after the 5-year mark
• Weekly $100 food budget
• Monthly $100 wellness budget
• Monthly $50 cellphone reimbursement
• Pet-friendly offices with free tea and beverages, plus lunch and snacks
• Unlimited vacation policy (with a mandatory minimum)
• Retirement matching up to 4% of base salary (401K/RRSP)
• Inclusive fertility, hormonal health, and family-forming benefits through Carrot Fertility