Senior Director, Advanced Data Science & Credit Risk

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

Benefits offered by this job

Medical, Dental, Vision Insurance

401k with Matching Contributions

Growth Opportunities

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 roadmap and oversee ML models for credit decisioning and portfolio management, combining quantitative depth with executive presence to drive business impact at scale. You will translate business objectives into modeling frameworks, own end-to-end development, and partner with risk and validation teams to

Qualifications

• Master's degree or PhD in a quantitative field.
• PhD strongly preferred for strong research experience.
• 7+ years of experience building statistical or ML models in financial services or consumer credit.
• Expertise in Python and/or R; strong SQL skills.
• Experience with gradient boosting, ensemble methods, neural networks, and other advanced ML techniques.
• Experience with model explainability techniques such as SHAP.

Responsibilities

• Define and own multi-year modeling roadmap for credit-risk models.
• Lead discussions with senior stakeholders to align methodology and risk considerations.
• Develop advanced ML models for credit card acquisition and underwriting and customer risk.
• Perform feature engineering and model development with rigorous testing.
• Document modeling methodology, assumptions, and results.
• Establish training, validation, and out-of-time testing strategies.
• Monitor model performance and calibration; address risks.

Skills

Gradient boosting

XGBoost

LightGBM

Python

R

SQL

Explainable AI

SHAP

Education

Master's degree

PhD

Tools

Python

R

SQL

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 roadmap and oversee ML models for credit decisioning and portfolio management, combining quantitative depth with executive presence to drive business impact at scale. You will translate business objectives into modeling frameworks, own end-to-end development, and partner with risk and validation teams to