<p>My background: 5 years job experience in non-academia, working in software development and ML <a href="http://www.dynamicyield.com/2014/07/startup-data-science/" rel="nofollow">"research"</a>.</p>

<p>My overall (sad ?) impression based on this and based on reading career advices for programmers is, that what you have done and how it contributed to the business is way more important (and explainable) in job interviews then how strong your theoretic background is.</p>

<p>Made up example: Suppose you have created a sophisticated spam-filter and email-sorting system, which had to deal with only a small amount of labeled data (semi-supervised learning), could be improved efficiently by each user (active learning) and worked only well by doing more than the bag-of-words-approach (natural language processing). </p>

<p>When the interviewer understands all this, one can explain this in detail. Otherwise, it is more advised to focus on how much this improved the overall workflow.</p>

<p>The same goes for stats.SE. While I would put the activity here on the CV as hobby, I'd rather use the limited space to focus on my biggest practical accomplishments which are easy to understand even for HR drones. </p>

<p>Personally, I have improved a lot by participating on stats.SE (and got a lot of ideas), but this only mattered and become visible at the very moment I have solved a business problem using that knowledge. Then none cared <em>WHY</em> I was able to do it, just that I <em>did</em> it.</p>

<p>Last point: 
While I agree with whuber that active participation on stats.SE should matter for an employer, it is hard to explain that <em>shortly</em> in a CV (may be even in a job interview if this point has not been raised by the interviewer). As another example, I have a hobby which is social, requires self-organization and keeps my creativity alive, but is not known (and understood) that widely that I'd put in in the CV.</p>
