Data Scientist (Machine Learning)

About Nelo

Nelo is a leading consumer fintech and e-commerce platform in Mexico, with over $500MM in annualized GMV and $70MM in annualized revenue. Nelo has raised over $40M in venture capital from investors including Homebrew, Two Sigma Ventures, and Susa Ventures, and a $100M asset credit facility from Victory Park Capital. The team includes experienced leaders from top technology companies such as Uber, Amazon, Rappipi, and Didi. Nelo has offices in Mexico City and New York City.

Why this Role is Different

This role is unique because most data science positions focus on optimizing ad clicks or slightly improving recommendation engines. In contrast, at Nelo, your models are the product. You are building the decision engine that determines who gets access to credit in an emerging market. This involves high-stakes constrained optimization problems where "good enough" mathematics can result in direct financial loss. We are looking for the type of person who is frustrated by the "black box" approach of modern libraries and actually understands the statistical theory and causality behind the code.

What You'll Do

• Solve the "Why," not just the "What": Design and deploy causal inference models to drive underwriting and portfolio management strategies.
• Build the Core Engine: Create and refine algorithms for credit pricing, personalization, and ranking.
• Own the Infrastructure: Lead ML infrastructure projects, ensuring observability and operational excellence for the models you build.

Who You Are

• You have deep theoretical roots. We are explicitly looking for candidates with a strong academic background (PhD preferred) who understand the first principles of classification, forecasting, and optimization.
• You are a builder, not just a researcher. While you love the theory, you have at least 5 years of experience applying it in a production environment.
• You write production-grade Python and SQL.
• You value velocity. You understand that a great model shipped next week is worth more than a perfect model shipped next year.
• You can balance intellectual rigor with the need to execute.
• You are happy in NYC. This is an in-office role. We believe the hardest problems are solved when smart people are in the same room with a whiteboard.

What's on the Table

• Significant Equity (You’re building the company, you should own it).
• 100% medical, dental & vision insurance coverage for you (50% for dependents).
• Unlimited PTO (that we actually expect you to take).
• 401(k).
• Extended maternity and paternity leave.
• Relocation support and Sabbatical program.

About the Process

• Quick chat with the Hiring Manager to align on expectations.
• A business case/technical assessment (relevant to the actual job).
• Onsite interview in NYC to meet the team.
• Offer.

Compensation Range

$180K - $230K