Staff Data Scientist - Credit and Lending ML

Role overview Build and own the modeling and inference systems used to assess small businesses for lending. The work spans turning varied financial data into a dependable picture of business health, deploying models with production safeguards, and advising Credit and Product partners on underwriting policy and loan design.

Responsibilities - Develop lending models for transaction classification, recurring cash flow detection, revenue estimation, seasonal forecasting, and anomaly detection. - Convert data such as bank transactions and storefront sales into defensible assessments of a business’s financial health. - Deploy models to production with monitoring, observability, testing, and documentation. - Work with Credit to shape underwriting policy, including information requests, follow-up requirements, and ways to quantify uncertainty. - Partner with Product on lending decisions such as principal amounts, pricing, and repayment terms. - Evaluate where predictive modeling can improve underwriting and establish strong technical standards for credit machine learning.

Requirements - Seven or more years of experience building machine learning models. - Experience delivering models that influence automated decisions involving financial risk. - Strong production Python skills and proficiency with SQL and data warehouses. - Depth in modeling beyond classification, such as time series, forecasting, anomaly detection, or natural language processing. - Proficiency with deep learning, transformers, and large language models. - Ability to explain model behavior and tradeoffs to credit, product, validation, and engineering audiences, and to guide modeling standards. - Quantitative degree or equivalent experience.

Nice to have - Experience modeling bank transaction data, small business lending, or business credit cards. - Background with revenue-based financing, merchant cash advances, or similar products.

Benefits and work setup - Compensation includes base salary, equity, and benefits. Listed target base salary ranges are $166,600–$298,800 USD for US employees and $157,400–$282,400 CAD for Canadian employees; offers vary with experience, expertise, location, and internal pay equity.