Remote Senior Director, Advanced Data Scientist Credit Risk

First National Bank of Omaha; Connecticut; Hybrid; USD 159,000 - 270,000; Full time

Benefits offered by this job

Medical Insurance

Dental Insurance

Vision Insurance

401k with Matching

Tuition Assistance

HSA/Dependent Care

Job summary

First National Bank of Omaha (FNBO) seeks a Sr. Director, Advanced Data Scientist to lead a multi-year credit-risk modeling program.

You will drive strategy, oversee ML model development for credit decisioning, and partner with risk, compliance, and technology to deliver scalable business impact. You will guide model validation, implement interpretable ML, and maintain governance for regulatory expectations while enabling cross-functional teams to execute a robust analytics roadmap.

Qualifications

• 7+ years of experience developing statistical or ML models in financial services or consumer credit.
• Strong Python and/or R skills with SQL proficiency.
• Experience with credit-risk modeling and multi-model development lifecycle.

Responsibilities

• Define and own the multi-year modeling roadmap for credit-risk acquisition and portfolio models.
• Lead end-to-end model development from problem framing to production deployment.
• Develop advanced ML models for credit decisioning and customer risk.
• Monitor performance and governance, and communicate results to senior leaders.
• Collaborate with risk, compliance, and technology teams to address feedback.

Skills

Python

R

SQL

Gradient boosting

Neural networks

Explainability (SHAP)

Credit-risk knowledge

Education

Master's degree or PhD in Statistics/DS/CS/Math/OR/Econometrics

PhD strongly preferred

Tools

XGBoost/LightGBM

SHAP

Job description

First National Bank of Omaha (FNBO) seeks a Sr. Director, Advanced Data Scientist to lead a multi-year credit-risk modeling program.

You will drive strategy, oversee ML model development for credit decisioning, and partner with risk, compliance, and technology to deliver scalable business impact. You will guide model validation, implement interpretable ML, and maintain governance for regulatory expectations while enabling cross-functional teams to execute a robust analytics roadmap.