Senior Machine Learning Engineer, Credit ML

Job Overview

Senior Machine Learning Engineer, Credit ML - Merpay
Employment Status: Full-time
Work Hours: Full Flextime (no core time)
Office: Roppongi

About Mercari

Circulate all forms of value to unleash the potential in all people
\"What can I do to help society thrive with the finite resources we have?\" The Mercari marketplace app was born in 2013 out of this thought by our founder Shintaro Yamada as he traveled the world. We believe that by circulating all forms of value, not just physical things and money, we can create opportunities for anyone to realize their dreams and contribute to society and the people around them. Mercari aims to use technology to connect people all over the world and create a world where anyone can unleash their potential. For more information about Mercari Group’s mission, see Mercari’s Culture Doc

Organization/Team Mission

Merpay Credit Modeling team's mission is to \"create a credit business that delivers value to everyone using high-quality data science and machine learning technology.\" Under this mission, we handle everything from identifying business challenges to model construction, development, and operations.

As a Senior Machine Learning Engineer, you will contribute to the architectural design and implementation of next-generation credit models, while also developing and operating proprietary credit models using Mercari/Merpay data.

Key Responsibilities

• Contribute to business growth through the development, operation, and improvement of credit models
• Planning: Identifying issues, verbalizing them, and proposing solutions
• Evaluation Design: Designing evaluations that include not only offline metrics but also key business KPIs, risk metrics, and UX
• Operational Design: Designing SLOs/operations, including detection of drift, model performance degradation, and bugs, through to permanent resolutions
• Technical Decision-Making: Determining modeling policies (interpretability vs model performance, online/batch, real-time requirements, boundaries with rule-based approaches, etc.)
• Model Construction: Data analysis, feature design, designing and implementing ML models for tabular data, setting up inference/training pipelines, ensuring reproducibility, managing experiments, and quality assurance
• Leading consensus building and collaboration with stakeholders from product, business, legal, compliance, etc.
• Exploring and developing next-generation credit models
• Mentoring team members technically

Unique Challenges

2,300万MAUを誇る国内最大のフリマアプリ「メルカリ」のエコシステムのなかで、行動から信用を創造する AI 与信、およびこれまでにない金融サービスの基盤を創ることができます。

データと機械学習で「信用のあり方」そのものをアップデートし、これまで金融の選択肢が限られていた方々にも適切な与信機会を届けることで、金融包摂の実現に挑戦できます。

金融という社会的責任が求められる環境において、モデル精度のみならず、UX や品質も含めた機械学習プロダクトの開発を行うため、多くの方が使いやすいプロダクトづくりに関わることができます。

職種や役割を越え、全く新しい与信の仕組み・モデルアーキテクチャについて、企画提案から、開発まで一気通貫で携わることができます。

Required Qualifications

• Experience and skills in building ML models using libraries such as scikit-learn, LightGBM, PyTorch (3+ years)
• Experience in model operations and MLOps, including monitoring design, alert operations, model update flow, and failure response (1+ years)
• Knowledge of databases and SQL, as well as experience in analysis and feature design (2+ years)
• Experience as a leader of teams or projects of 4 or more people, including technical selection, design reviews, and mentoring of team members (2+ years)
• Smooth communication skills with team members and stakeholders

Desired Qualifications

• Experience in financial institutions or Fintech companies
• Experience in data analysis and system development in cloud environments such as AWS/Google Cloud
• Experience in developing and operating deep learning models such as large-scale language models and foundation models
• Experience in developing and operating Off-Policy Evaluation / Learning and offline reinforcement learning
• Experience in publication of peer-reviewed papers in machine learning and data science fields
• Japanese: Proficient (CEFR - C1)
  English: Independent (CEFR - B2) preferred