Senior Data Scientist - Audit

In 1999, NASA lost contact with its Mars Climate Orbiter after its 9-month journey from Earth. It began its planned orbital insertion maneuver but went out of radio contact after passing behind Mars and was either destroyed in the atmosphere or re-entered heliocentric space after leaving Mars's atmosphere. Either way, a discrepancy between two pieces of software in which units were used resulted in a very expensive mistake.

While Mercury’s journey into the cosmos may be more metaphorical, mistakes can still come with a high cost. Our need to ensure we meet the highest standards of integrity and regulatory compliance grows hand in hand with our scale and our ambitions for what’s next. To deliver on this need, we are hiring a Senior Data Scientist to partner directly with our Internal Audit team to assess Mercury’s internal controls and data systems. Your work will support the third line of defense, ensuring our stakeholders - including external regulators and internal leadership - have confidence in how we manage financial, operational, and regulatory risks.

This is an opportunity to join Mercury at a pivotal moment in our growth. You will be working on some of the most critical challenges that ensure Mercury can continue building trustworthy, scalable financial infrastructure.

Here are some things you’ll do on the job:

• Partner closely with Audit and cross-functional stakeholders to design, implement, and evaluate analytics that assess the effectiveness of controls.
• Conduct rigorous data validation and QA processes to support internal audits, regulatory exams, and control testing.
• Build reproducible testing frameworks and metrics dashboards that improve visibility and transparency for audit outcomes.
• Deep dive into data lineage to trace and verify the flow of information from source to report.
• Support audit planning and execution with exploratory data analysis, control sample design, and issue tracking.
• Communicate findings with clarity and precision, producing deliverables that stand up to external scrutiny.
• Collaborate with Data Engineers and Analysts to improve data infrastructure, pipelines, and observability for audit-relevant systems.

You should have:

• 4+ years of experience working with and analyzing large datasets to solve problems and drive impact, with 1+ years supporting audit, internal controls, or regulatory exam functions.
• Fluency in SQL and experience using it to understand and manage imperfect data.
• A deep understanding of data lineage and systems of record in complex environments.
• Familiarity with audit methodology and regulatory frameworks.
• Exceptional attention to detail and a low tolerance for ambiguity in analytical work.
• Comfort working in fast-paced, evolving environments with stakeholders of varying technical backgrounds.
• Strong organizational and communication skills. You will need to effectively manage and prioritize competing priorities to maximize impact.

Ideally, you also have:

• Fluency in Python
• Experience building scalable data pipelines and ETL processes with DBT or similar.
• Experience executing controls testing

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

Our salary and equity ranges are highly competitive within the SaaS and fintech industry and are updated regularly using the most reliable compensation survey data for our industry. New hire offers are made based on a candidate’s experience, expertise, geographic location, and internal pay equity relative to peers.

Our target new hire base salary ranges for this role are the following:

• US employees (any location): $166,600 - 208,300
• Canadian employees (any location): CAD $157,400 - 196,800

*Mercury is a financial technology company, not a bank. Banking services provided through Choice Financial Group, Column N.A, and Evolve Bank & Trust, 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.

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