Remote Senior Director, Credit Risk ML & Strategy

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

Benefits offered by this job

Medical Insurance

401k with matching

Time Off Programs

HSA

Employee Banking

Tuition Assistance

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 a multi-year modeling roadmap and oversee ML models for credit decisioning and portfolio management, translating complex results into executive-ready insights. You will independently design and deploy advanced ML models, conduct fair lending analyses, and collaborate with risk, compliance, and tech stakeholders to drive

Qualifications

• Master's degree or PhD in Statistics, Data Science, Computer Science, Mathematics, Operations Research, Econometrics, or a related quantitative field.
• PhD strongly preferred, particularly for candidates with strong research experience in ML, statistics, or quantitative finance.
• 7+ years of experience developing statistical or machine learning models, preferably in financial services or consumer credit with experience developing credit card acquisition and account-management models.
• 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 the full model-development lifecycle, including development, implementation, and monitoring.
• Strong understanding of credit-risk concepts and consumer lending.

Responsibilities

• Define and own the multi-year modeling roadmap for credit risk acquisition and portfolio management models.
• Lead discussions with senior stakeholders to align methodology and risk considerations.
• Communicate modeling strategy and results to senior leaders with clear, actionable insights.
• Independently design and develop advanced ML models for credit card acquisition, underwriting, and account management.
• Apply advanced ML techniques to large datasets and conduct fair lending analysis.
• Lead end-to-end model development projects from problem definition to production deployment.
• Develop monitoring frameworks for model performance and stability; recalibrate as needed.
• Stay current with advances in ML, credit-risk analytics, and regulatory expectations.

Skills

Python

R

SQL

Gradient boosting

XGBoost

LightGBM

Neural networks

Explainability

SHAP

Partial dependence

Education

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

PhD strongly preferred

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 a multi-year modeling roadmap and oversee ML models for credit decisioning and portfolio management, translating complex results into executive-ready insights. You will independently design and deploy advanced ML models, conduct fair lending analyses, and collaborate with risk, compliance, and tech stakeholders to drive