Staff Data Scientist - Risk ML

About the role

Mercury is hiring a Machine Learning-focused Data Scientist to support the Risk team, which detects, monitors, and mitigates first- and third-party fraud while understanding customer behavior for financial crime risk. You will strengthen fraud defenses and help deliver a smooth, trustworthy banking experience.

Responsibilities

• Build, validate, and deploy machine learning models to identify and prevent fraud in real time
• Support the reproducibility and robustness of 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 to optimize deployment and observability
• Act as a technical lead prototyping, iterating on, and codifying best practices – and bringing the rest of the team along

Requirements

• 7+ years of experience working with and analyzing large datasets to solve problems and drive impact, with 5+ 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
• Demonstrated ability to lead and empower others, delivering not just on your own work, but upleveling those around you
• Ability to drive strategic alignment between teams with differing roadmaps, timelines, or architectures

Qualifications

• 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

Benefits

The total rewards package at Mercury includes base salary, equity (stock options/RSUs), and benefits.

Pay

US employees (any location): $239,000—$298,800 USD
Canadian employees (any location): $225,900—$282,400 CAD