Remote Senior Director, Credit Risk ML & Modeling

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

Benefits offered by this job

Medical, Dental, Vision Insurance

401k with Matching

Time Off Programs

Health Savings Account (HSA)

Employee Banking Benefits

Growth Opportunities

Tuition Assistance

Disability Insurance

Job summary

First National Bank of Omaha is seeking a Sr. Director, Advanced Data Scientist to drive the Partnership Division's data science and modeling strategy. You will define a multi-year roadmap for critical credit-risk models and oversee development for acquisition, underwriting, and portfolio management.

The role blends deep quantitative expertise with executive presence to align stakeholders, guide methodology, and deliver measurable business impact through production-ready ML solutions.

Qualifications

• 7+ years of experience building statistical or ML models in financial services.
• Expertise with credit risk concepts and consumer lending.
• Proven ability to develop predictive models from large datasets.
• Experience with Python and/or R and SQL proficiency.
• Familiarity with model explainability (SHAP, partial dependence).

Responsibilities

• Define and own multi-year credit-risk modeling roadmap for acquisition and portfolio management.
• Develop and deploy advanced ML models for credit decisioning and risk.
• Lead end-to-end model ownership from problem to production deployment.
• Perform feature engineering, hyperparameter tuning, and model evaluation.
• Establish training/validation/out-of-time testing strategies.
• Communicate results to senior leaders and coordinate with risk/compliance teams.
• Advance analytics research and scalable model monitoring.

Skills

Python

R

SQL

Gradient boosting

Neural networks

SHAP / PDP

Model lifecycle

Credit risk concepts

Education

Master's degree in Statistics / Data Science / CS / Math / OR / Econometrics

PhD strongly preferred

Tools

XGBoost

LightGBM

SHAP

Job description

First National Bank of Omaha is seeking a Sr. Director, Advanced Data Scientist to drive the Partnership Division's data science and modeling strategy. You will define a multi-year roadmap for critical credit-risk models and oversee development for acquisition, underwriting, and portfolio management.

The role blends deep quantitative expertise with executive presence to align stakeholders, guide methodology, and deliver measurable business impact through production-ready ML solutions.