Head of Credit Risk ML & Advanced Analytics (Remote)

First National Bank of Omaha; New York (NY); Hybrid; USD 159,000 - 270,000; Full time

Benefits offered by this job

Medical, Dental, Vision Insurance

401k, With Matching Contributions

Time Off Programs

Health Savings Account (HSA)

Employee Banking

Growth Opportunities

Tuition Assistance

Short-Term/Long-Term Disability

Job summary

First National Bank of Omaha is seeking a Sr. Director, Advanced Data Scientist to lead the data science and modeling function within the Partnership Division.

You will define multi-year modeling roadmaps and oversee development of advanced ML models for credit decisioning and portfolio management, combining quantitative depth with strategic influence to drive business impact at scale. The ideal candidate will lead end-to-end model ownership, apply cutting-edge ML techniques, and ensure robust

Qualifications

• Master's degree or PhD in a quantitative field such as Statistics, Data Science, CS, Mathematics, OR Econometrics.
• PhD strongly preferred, with strong research in ML, statistics, or quantitative finance.
• 7+ years of experience developing statistical or ML models, preferably in financial services or consumer credit.
• Strong experience developing predictive models with large datasets and proficiency in Python and/or R with SQL.
• Experience with gradient boosting, ensemble methods, neural networks, and other advanced ML techniques.
• Experience with model explainability techniques such as SHAP and partial dependence.
• Experience across the full model development lifecycle, including deployment and monitoring.
• Strong understanding of credit-risk concepts and consumer lending.

Responsibilities

• Define multi-year modeling roadmap for credit-risk acquisition and portfolio models.
• Lead end-to-end model development from problem to production.
• Apply ML and statistical methods to large credit datasets for risk assessment.
• Develop interpretable models balancing accuracy and regulatory requirements.
• Monitor model performance, stability, and recalibration needs.
• Collaborate with validation, risk, and technology teams; communicate results to leadership.

Skills

Python

R

SQL

Gradient boosting

Ensemble methods

Neural networks

SHAP

Education

Master's degree

PhD

Tools

XGBoost

LightGBM

SHAP

Partial dependence

Job description

First National Bank of Omaha is seeking a Sr. Director, Advanced Data Scientist to lead the data science and modeling function within the Partnership Division.

You will define multi-year modeling roadmaps and oversee development of advanced ML models for credit decisioning and portfolio management, combining quantitative depth with strategic influence to drive business impact at scale. The ideal candidate will lead end-to-end model ownership, apply cutting-edge ML techniques, and ensure robust