Senior Data Scientist - Internal Audit

Employment Type: [Not Specified] Location Type: [Not Specified] Salary:

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

Position Overview

In 1999, NASA's Mars Climate Orbiter was lost due to a unit discrepancy between two software systems, resulting in a costly error. At Mercury, while our journey is more metaphorical, the potential cost of mistakes remains high. As we scale and pursue our ambitions, ensuring the highest standards of integrity and regulatory compliance is paramount. To meet this need, we are hiring a Senior Data Scientist to partner directly with our Internal Audit team. Your work will focus on assessing Mercury’s internal controls and data systems, supporting the third line of defense. This role is crucial for instilling confidence in our stakeholders, including external regulators and internal leadership, regarding our management of financial, operational, and regulatory risks.

This is a significant opportunity to join Mercury during a pivotal growth phase. You will tackle critical challenges that underpin Mercury's ability to build trustworthy, scalable financial infrastructure.

Responsibilities

• 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.

Requirements

• 4+ years of experience working with and analyzing large datasets to solve problems and drive impact.
• 1+ years of experience 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, with the ability to effectively manage and prioritize competing priorities to maximize impact.

Ideal Qualifications

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

Company Information

Mercury is a financial technology company, not a bank. Banking services are 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.

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 reliable compensation survey data. New hire offers are made based on a candidate’s experience, expertise, geographic location, and internal pay equity relative to peers.