You can do this with
ssh user@server "python script.py"
scp user@server:/remote/file.txt /local/directory
This executes the script on the remote machine, providing you have the proper ip address and filepaths, and will then copy the file from the remote machine to yours.
You could also execute the script using a cron job on the remote machine if you would like to look into it
EDIT: There is no need to actually exit ssh, becuase this ssh command executes the command, but does not establish a running shell, you can test this by running ssh localhost ls