Remote Senior Director, Credit-Risk ML & Modeling

First National Bank of Omaha; Texas; Remote; 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)/Dependent

Employee Banking

Growth Opportunities

Tuition Assistance

Disability Insurance

Job summary

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

You will shape multi-year credit risk modeling strategy, oversee ML model development, and translate complex analytics into strategic business actions for scale. In this role, you will drive end-to-end model ownership, evaluate cutting-edge techniques, ensure regulatory compliance, and partner with risk, technology, and business leaders to

Qualifications

• Master's degree or PhD in Statistics, Data Science, Computer Science, Mathematics, Operations Research, Econometrics, or related field.
• PhD strongly preferred, especially with research in ML, statistics, or quantitative finance.
• 7+ years experience building statistical or ML models, preferably in financial services or consumer credit.
• Strong experience developing predictive models with large datasets.
• 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 with full model-development lifecycle (development, implementation, monitoring).
• Strong understanding of credit-risk concepts and consumer lending.

Responsibilities

• Design and develop advanced ML models for credit risk and customer management.
• Apply techniques to large-scale credit datasets and evaluate algorithms.
• Lead end-to-end model development projects from problem definition to production.
• Develop training/validation/out-of-time testing strategies and monitor performance.
• Document methodology, assumptions, and results; collaborate with validation and risk teams.
• Stay current with advances in ML and credit-risk analytics.

Skills

Machine learning

Python

R

SQL

SHAP/Explainability

Education

Master's degree (Statistics/Data Science/CS/Math)

PhD in ML/Statistics/Quantitative Finance

Tools

XGBoost/LightGBM

Job description

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

You will shape multi-year credit risk modeling strategy, oversee ML model development, and translate complex analytics into strategic business actions for scale. In this role, you will drive end-to-end model ownership, evaluate cutting-edge techniques, ensure regulatory compliance, and partner with risk, technology, and business leaders to