Remote Senior Director, Advanced Data Science & Credit Risk

First National Bank of Omaha; Oklahoma; Remote; USD 159,000 - 270,000; Full time

Benefits offered by this job

Medical Insurance

401k with Matching Contributions

Time Off Programs

HSA/Dependent Care

Employee Banking

Growth Opportunities

Tuition Assistance

Disability Insurance

Job summary

FNBO is seeking a Sr. Director, Advanced Data Scientist to lead the Partnership Division's data science and modeling functions.

You will define multi-year modeling roadmaps, oversee development of advanced ML models for credit decisioning and portfolio management, and translate results into actionable business insights. You will independently drive model development from problem definition to production, work with senior leaders, and ensure regulatory and business requirements are met.

Qualifications

• Master's degree or PhD in Statistics, Data Science, CS, Math, OR, Econometrics or related quantitative field.
• PhD strongly preferred, especially 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 independently developing predictive models using large and complex datasets.
• Demonstrated expertise in Python and/or R; strong SQL skills.
• Experience with gradient boosting/XGBoost/LightGBM, ensemble methods, neural networks, and other advanced ML techniques.
• Experience with model explainability techniques such as SHAP and partial dependence.
• Experience with full model-development lifecycle: development, implementation, monitoring.
• Strong understanding of credit-risk concepts and consumer lending.

Responsibilities

• Define multi-year modeling roadmap for credit-risk acquisition and portfolio management models.
• Lead discussions with senior stakeholders to align methodology and risk considerations.
• Identify emerging modeling capabilities and methods.
• Communicate modeling strategy and results to senior leaders.
• Independently design and develop advanced ML models for credit card acquisition and underwriting.
• Apply advanced stats and ML techniques to large datasets.
• Evaluate and implement algorithms including gradient boosting, neural networks, and ensemble methods.
• Conduct fair lending analysis and ensure regulatory compliance.
• Lead model-development projects from problem definition to production.

Skills

Python

R

SQL

Gradient boosting

Neural networks

Ensemble methods

Survival analysis

Education

Master's degree

PhD

Tools

XGBoost

LightGBM

SHAP

Pandas

Job description

FNBO is seeking a Sr. Director, Advanced Data Scientist to lead the Partnership Division's data science and modeling functions.

You will define multi-year modeling roadmaps, oversee development of advanced ML models for credit decisioning and portfolio management, and translate results into actionable business insights. You will independently drive model development from problem definition to production, work with senior leaders, and ensure regulatory and business requirements are met.