Remote Senior Director of Advanced Data Science & Credit Risk

First National Bank of Omaha; Pennsylvania; 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) / Dep. C'

Employee Banking

Growth Opportunities

Tuition Assistance

Short-Term/Long-Term Disability

Job summary

FNBO seeks a Sr. Director, Advanced Data Scientist to lead multi-year credit risk modeling across acquisition and portfolio management. You will drive strategy, oversee advanced ML model development, and partner with risk, compliance, and technology teams to deliver measurable business impact.

This role emphasizes leadership, cross-functional collaboration, and translating quantitative findings into executive-level recommendations. Remote-friendly with onsite options within locale.

Qualifications

• Master's degree or PhD in a quantitative field such as Statistics, Data Science, CS, Math, OR, Econometrics.
• PhD strongly preferred for candidates with 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 datasets.
• Expertise in Python and/or R; strong SQL skills.
• Experience with gradient boosting, ensemble methods, neural nets, 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 and own the multi-year modeling roadmap for credit-risk acquisition and portfolio models.
• Lead modeling discussions with senior stakeholders to align methodology and risk considerations.
• Identify emerging modeling capabilities to expand competitive advantage.
• Communicate modeling strategy and results to senior leaders with actionable insights.
• Independently design and develop ML models for credit card acquisition, underwriting, and account management.
• Apply advanced statistical techniques to large-scale datasets; evaluate algorithms and improve model performance.
• Lead end-to-end model development projects from problem definition to production deployment.
• Perform feature engineering, hyperparameter tuning, and out-of-time testing strategies.
• Document methodology, assumptions, limitations, and results; coordinate with validation and risk teams.
• Develop interpretable ML approaches balancing performance with regulatory requirements.

Skills

Python

R

SQL

Gradient Boosting

XGBoost/LightGBM

SHAP Explainability

Model Validation

Education

Master's degree

PhD preferred

Tools

XGBoost/LightGBM

SHAP

Pandas/Numpy

Job description

FNBO seeks a Sr. Director, Advanced Data Scientist to lead multi-year credit risk modeling across acquisition and portfolio management. You will drive strategy, oversee advanced ML model development, and partner with risk, compliance, and technology teams to deliver measurable business impact.

This role emphasizes leadership, cross-functional collaboration, and translating quantitative findings into executive-level recommendations. Remote-friendly with onsite options within locale.